Introduction

For one of my machine learning classes we had a project that consumed financial data. I have extended that project to use machine learning to see if an indicator, or predictor, can be found that identifies market tops that occur prior to recessions. Then I use the model to build a trading strategy and backtest it to see how it performs.

Get Economic and Financial Data

Acquiring the data consists of two steps. First the code pulls the data into zoo objects which are then collapsed into a single data frame (df.data). Features are extracted from these series and added to the df.data data frame.

Sample call to pull economic data

Data is pulled from several sources include FRED, yahoo, and Google. The code below shows an example that pulls in the consumer price index (CPI) from the FRED. I pull data using quantmod, Quandl, and some manual extractions stored in spreadsheets.

# Consumer Price Index for All Urban Consumers: All Items
if (bRefresh == TRUE) {
  getSymbols("CPIAUCSL", src = "FRED", auto.assign = TRUE)
}
## [1] "CPIAUCSL"
## [1] "CPIAUCSL"
## [1] "USREC"
## [1] "UNRATE"
## [1] "PCEPI"
## [1] "CCSA"
## [1] "CCNSA"
## [1] "NPPTTL"
## [1] "U6RATE"
## [1] "PAYNSA"
## [1] "TABSHNO"
## [1] "HNONWPDPI"
## [1] "INDPRO"
## [1] "RRSFS"
## [1] "RSALES"
## [1] "W875RX1"
## [1] "RPI"
## [1] "PCOPPUSDM"
## [1] "NOBL"
## [1] "SCHD"
## [1] "PFF"
## [1] "HPI"
## [1] "GSFTX"
## [1] "LFMIX"
## [1] "LFMCX"
## [1] "LFMAX"
## [1] "LCSIX"
## [1] "BSV"
## [1] "VBIRX"
## [1] "BIV"
## [1] "VFSUX"
## [1] "LTUIX"
## [1] "PTTPX"
## [1] "NERYX"
## [1] "STIGX"
## [1] "HLGAX"
## [1] "FTRGX"
## [1] "THIIX"
## [1] "PTTRX"
## [1] "BFIGX"
## [1] "VTWO"
## [1] "EIFAX"
## [1] "ASDAX"
## Warning: ASDAX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "TRBUX"
## [1] "PRVIX"
## [1] "PRWCX"
## [1] "ADOZX"
## [1] "MERFX"
## [1] "CMNIX"
## [1] "CIHEX"
## [1] "IMPCH"
## [1] "EXPCH"
## [1] "IMPMX"
## [1] "EXPMX"
## [1] "HSN1FNSA"
## [1] "HNFSUSNSA"
## [1] "BUSLOANS"
## [1] "TOTCI"
## [1] "BUSLOANSNSA"
## [1] "REALLNNSA"
## [1] "REALLN"
## [1] "RELACBW027NBOG"
## [1] "RELACBW027SBOG"
## [1] "RREACBM027NBOG"
## [1] "RREACBM027SBOG"
## [1] "RREACBW027SBOG"
## [1] "RREACBW027NBOG"
## [1] "MORTGAGE30US"
## [1] "CONSUMERNSA"
## [1] "TOTLLNSA"
## [1] "DPSACBW027SBOG"
## [1] "DRCLACBS"
## [1] "TOTCINSA"
## [1] "SRPSABSNNCB"
## [1] "ASTLL"
## [1] "FBDILNECA"
## [1] "ASOLAL"
## [1] "ASTMA"
## [1] "ASHMA"
## [1] "ASMRMA"
## [1] "ASCMA"
## [1] "ASFMA"
## [1] "CCLBSHNO"
## [1] "FBDSILQ027S"
## [1] "FBLL"
## [1] "NCBDBIQ027S"
## [1] "DGS10"
## [1] "^TNX"
## Warning: ^TNX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## Warning: CL=F contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "DGS30"
## [1] "DGS1"
## [1] "DGS2"
## [1] "TB3MS"
## [1] "DTB3"
## [1] "^IRX"
## Warning: ^IRX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "DCOILWTICO"
## [1] "DCOILBRENTEU"
## [1] "NEWORDER"
## [1] "ALTSALES"
## [1] "ICSA"
## [1] "^GSPC"
## [1] "FXAIX"
## [1] "FTIHX"
## [1] "MDIZX"
## [1] "DODIX"
## [1] "^RLG"
## Warning: ^RLG contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "^DJI"
## [1] "^STOXX50E"
## Warning: ^STOXX50E contains missing values. Some functions will not work if
## objects contain missing values in the middle of the series. Consider using
## na.omit(), na.approx(), na.fill(), etc to remove or replace them.
## [1] "EFA"
## [1] "GDP"
## [1] "FNDEFX"
## [1] "FDEFX"
## [1] "GDPNOW"
## [1] "GDPC1"
## [1] "GDPDEF"
## [1] "VIG"
## [1] "WLRRAL"
## [1] "FEDFUNDS"
## [1] "GPDI"
## [1] "W790RC1Q027SBEA"
## [1] "MZMV"
## [1] "M1"
## [1] "M2"
## [1] "OPHNFB"
## [1] "IPMAN"
## [1] "IWD"
## [1] "GS5"
## [1] "PSAVERT"
## [1] "VIXCLS"
## [1] "VXX"
## [1] "HOUST1F"
## [1] "GFDEBTN"
## [1] "HOUST"
## [1] "EXHOSLUSM495S"
## [1] "MSPUS"
## [1] "UMDMNO"
## [1] "DGORDER"
## [1] "CSUSHPINSA"
## [1] "GFDEGDQ188S"
## [1] "FYFSD"
## [1] "FYFSGDA188S"
## [1] "GDX"
## [1] "XLE"
## [1] "GSG"
## [1] "WALCL"
## [1] "OUTMS"
## [1] "MANEMP"
## [1] "PRS30006163"
## [1] "BAMLC0A3CA"
## [1] "AAA"
## [1] "SOFR"
## [1] "SOFRVOL"
## [1] "SOFR99"
## [1] "SOFR75"
## [1] "SOFR25"
## [1] "SOFR1"
## [1] "OBFR"
## [1] "OBFR99"
## [1] "OBFR75"
## [1] "OBFR25"
## [1] "OBFR1"
## [1] "RPONTSYD"
## [1] "IOER"
## [1] "WRESBAL"
## [1] "EXCSRESNW"
## [1] "ECBASSETS"
## [1] "EUNNGDP"
## [1] "CEU0600000007"
## [1] "CURRENCY"
## [1] "WCURRNS"
## [1] "BOGMBASE"
## [1] "PRS88003193"
## [1] "PPIACO"
## [1] "PCUOMFGOMFG"
## [1] "POPTHM"
## [1] "POPTHM"
## [1] "CLF16OV"
## [1] "LNU01000000"
## [1] "LNU03000000"
## [1] "UNEMPLOY"
## [1] "RSAFS"
## [1] "FRGSHPUSM649NCIS"
## [1] "BOPGTB"
## [1] "TERMCBPER24NS"
## [1] "A065RC1A027NBEA"
## [1] "PI"
## [1] "PCE"
## [1] "A053RC1Q027SBEA"
## [1] "CPROFIT"
## [1] "SPY"
## [1] "MDY"
## [1] "EES"
## [1] "IJR"
## [1] "VGSTX"
## [1] "VFINX"
## [1] "VOE"
## [1] "VOT"
## [1] "TMFGX"
## Warning: TMFGX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "IWM"
## [1] "ONEQ"
## [1] "FSMAX"
## [1] "FXNAX"
## [1] "HAINX"
## [1] "HNACX"
## [1] "VEU"
## [1] "VEIRX"
## [1] "BIL"
## [1] "IVOO"
## [1] "VO"
## [1] "CZA"
## [1] "VYM"
## [1] "ACWI"
## [1] "SLY"
## [1] "QQQ"
## [1] "HYMB"
## [1] "GOLD"
## [1] "BKR"
## [1] "SLB"
## [1] "HAL"
## [1] "IP"
## [1] "PKG"
## [1] "UPS"
## [1] "FDX"
## [1] "T"
## [1] "VZ"

Load up the EIA data

## Warning in .getMonEIA(ID, key = key): NAs introduced by coercion

## Warning in .getMonEIA(ID, key = key): NAs introduced by coercion

Load rig count data

The Baker Hughes rig count numbers

USDA data

Loading in farm data

## Warning in read_fun(path = enc2native(normalizePath(path)), sheet_i = sheet, :
## Expecting numeric in E3 / R3C5: got a date
## New names:
## * `` -> ...1
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * ...
## Warning: NAs introduced by coercion

Loading in Silverblatt’s S&P 500 spreadsheet starting with the quarterly data.

## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...5
## * `` -> ...6
## * `` -> ...7

Now load in the estimates

## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * `` -> ...6
## * ...

Covid 19 Data

Get the Covid-19 data from JHU

## Rows: 906528 Columns: 15
## -- Column specification ------------------------------------------------------------------------------------------------
## Delimiter: ","
## chr  (8): province, country, type, iso2, iso3, combined_key, continent_name,...
## dbl  (6): lat, long, cases, uid, code3, population
## date (1): date
## 
## i Use `spec()` to retrieve the full column specification for this data.
## i Specify the column types or set `show_col_types = FALSE` to quiet this message.
## Downloading GitHub repo RamiKrispin/coronavirus@master
##   
  
  
v  checking for file 'C:\Users\Rainy\AppData\Local\Temp\RtmpcVxMcD\remotes6a901d56a43\RamiKrispin-coronavirus-a4d6898/DESCRIPTION'
## 
  
  
  
-  preparing 'coronavirus': (1.6s)
##    checking DESCRIPTION meta-information ...
  
   checking DESCRIPTION meta-information ... 
  
v  checking DESCRIPTION meta-information
## 
  
  
  
-  checking for LF line-endings in source and make files and shell scripts (362ms)
## 
  
-  checking for empty or unneeded directories
## 
  
  
  
-  building 'coronavirus_0.3.32.tar.gz'
## 
  
   
## 
## Caught an warning!
## <simpleWarning: package 'coronavirus' is in use and will not be installed>
## `summarise()` has grouped output by 'country'. You can override using the
## `.groups` argument.

## Warning: Removed 3 row(s) containing missing values (geom_path).

Feature Extraction

With the raw data downloaded, some of the interesting features can be extracted. The first step is reconcile the time intervals. Some of the data is released monthly and some daily. I chose to interpolate all data to a daily interval. The first section of code adds the daily rows to the dataframe.

The code performs interpolation for continuous data or carries it forward for binary data like the recession indicators.

source("calcInterpolate.r")
df.data <- calcInterpolate(df.symbols)
## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

Truncate data

Create aggregate series

Some analysis requires that two or more series be combined. For example, normallizing debt by GDP to get a sense of the proportion of debt to the total economy helps understand the debt cycle.

Year over year, smoothed derivative, and log trends tend to smooth out seasonal variation. It gets used so often that I do this for every series downloaded.

source("calcFeatures.r")
lst.df <- calcFeatures(df.data, df.symbols)
## [1] "USREC has zero or negative values. Log series will be zero."
## [1] "GSFTX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMIX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMCX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMAX.Volume has zero or negative values. Log series will be zero."
## [1] "LCSIX.Volume has zero or negative values. Log series will be zero."
## [1] "VBIRX.Volume has zero or negative values. Log series will be zero."
## [1] "VFSUX.Volume has zero or negative values. Log series will be zero."
## [1] "LTUIX.Volume has zero or negative values. Log series will be zero."
## [1] "PTTPX.Volume has zero or negative values. Log series will be zero."
## [1] "NERYX.Volume has zero or negative values. Log series will be zero."
## [1] "STIGX.Volume has zero or negative values. Log series will be zero."
## [1] "HLGAX.Volume has zero or negative values. Log series will be zero."
## [1] "FTRGX.Volume has zero or negative values. Log series will be zero."
## [1] "THIIX.Volume has zero or negative values. Log series will be zero."
## [1] "PTTRX.Volume has zero or negative values. Log series will be zero."
## [1] "BFIGX.Volume has zero or negative values. Log series will be zero."
## [1] "EIFAX.Volume has zero or negative values. Log series will be zero."
## [1] "ASDAX.Volume has zero or negative values. Log series will be zero."
## [1] "TRBUX.Volume has zero or negative values. Log series will be zero."
## [1] "PRVIX.Volume has zero or negative values. Log series will be zero."
## [1] "PRWCX.Volume has zero or negative values. Log series will be zero."
## [1] "ADOZX.Volume has zero or negative values. Log series will be zero."
## [1] "MERFX.Volume has zero or negative values. Log series will be zero."
## [1] "CMNIX.Volume has zero or negative values. Log series will be zero."
## [1] "CIHEX.Volume has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB has zero or negative values. Log series will be zero."
## [1] "TNX.Volume has zero or negative values. Log series will be zero."
## [1] "CLF.Open has zero or negative values. Log series will be zero."
## [1] "CLF.Low has zero or negative values. Log series will be zero."
## [1] "CLF.Close has zero or negative values. Log series will be zero."
## [1] "CLF.Volume has zero or negative values. Log series will be zero."
## [1] "CLF.Adjusted has zero or negative values. Log series will be zero."
## [1] "DTB3 has zero or negative values. Log series will be zero."
## [1] "IRX.Open has zero or negative values. Log series will be zero."
## [1] "IRX.High has zero or negative values. Log series will be zero."
## [1] "IRX.Low has zero or negative values. Log series will be zero."
## [1] "IRX.Close has zero or negative values. Log series will be zero."
## [1] "IRX.Volume has zero or negative values. Log series will be zero."
## [1] "IRX.Adjusted has zero or negative values. Log series will be zero."
## [1] "DCOILWTICO has zero or negative values. Log series will be zero."
## [1] "FXAIX.Volume has zero or negative values. Log series will be zero."
## [1] "FTIHX.Volume has zero or negative values. Log series will be zero."
## [1] "MDIZX.Volume has zero or negative values. Log series will be zero."
## [1] "DODIX.Volume has zero or negative values. Log series will be zero."
## [1] "RLG.Volume has zero or negative values. Log series will be zero."
## [1] "STOXX50E.Volume has zero or negative values. Log series will be zero."
## [1] "GDPNOW has zero or negative values. Log series will be zero."
## [1] "W790RC1Q027SBEA has zero or negative values. Log series will be zero."
## [1] "VXX.Volume has zero or negative values. Log series will be zero."
## [1] "FYFSD has zero or negative values. Log series will be zero."
## [1] "FYFSGDA188S has zero or negative values. Log series will be zero."
## [1] "SOFR25 has zero or negative values. Log series will be zero."
## [1] "SOFR1 has zero or negative values. Log series will be zero."
## [1] "RPONTSYD has zero or negative values. Log series will be zero."
## [1] "BOPGTB has zero or negative values. Log series will be zero."
## [1] "EES.Volume has zero or negative values. Log series will be zero."
## [1] "VGSTX.Volume has zero or negative values. Log series will be zero."
## [1] "VFINX.Volume has zero or negative values. Log series will be zero."
## [1] "TMFGX.Volume has zero or negative values. Log series will be zero."
## [1] "FSMAX.Volume has zero or negative values. Log series will be zero."
## [1] "FXNAX.Volume has zero or negative values. Log series will be zero."
## [1] "HAINX.Volume has zero or negative values. Log series will be zero."
## [1] "HNACX.Volume has zero or negative values. Log series will be zero."
## [1] "VEIRX.Volume has zero or negative values. Log series will be zero."
## [1] "IVOO.Volume has zero or negative values. Log series will be zero."
## [1] "VO.Volume has zero or negative values. Log series will be zero."
## [1] "CZA.Volume has zero or negative values. Log series will be zero."
## [1] "SLY.Volume has zero or negative values. Log series will be zero."
## [1] "HYMB.Volume has zero or negative values. Log series will be zero."
## [1] "GOLD.Open has zero or negative values. Log series will be zero."
## [1] "GOLD.Volume has zero or negative values. Log series will be zero."
## [1] "BKR.Open has zero or negative values. Log series will be zero."
## [1] "BKR.Volume has zero or negative values. Log series will be zero."
## [1] "HAL.Open has zero or negative values. Log series will be zero."
## [1] "HAL.Volume has zero or negative values. Log series will be zero."
## [1] "IP.Open has zero or negative values. Log series will be zero."
## [1] "T.Open has zero or negative values. Log series will be zero."
## [1] "OPEARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "AREARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "OCCEquityVolume has zero or negative values. Log series will be zero."
## [1] "OCCNonEquityVolume has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA.by.GDP has zero or negative values. Log series will be zero."
## [1] "EXPCH.minus.IMPCH has zero or negative values. Log series will be zero."
## [1] "EXPMX.minus.IMPMX has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB.by.GDP has zero or negative values. Log series will be zero."
## [1] "DGS30TO10 has zero or negative values. Log series will be zero."
## [1] "DGS10TO1 has zero or negative values. Log series will be zero."
## [1] "DGS10TO2 has zero or negative values. Log series will be zero."
## [1] "DGS10TOTB3MS has zero or negative values. Log series will be zero."
## [1] "DGS10TODTB3 has zero or negative values. Log series will be zero."
## [1] "DCOILWTICO.by.PPIACO has zero or negative values. Log series will be zero."
## [1] "GSPC.DailySwing has zero or negative values. Log series will be zero."
df.data <- lst.df[[1]]
df.symbols <- lst.df[[2]]

Recession calculations

Summary calculations

These values are used below

Conclusion

In this worksheet a model predicting the onset of recession was built. From the model a trading rule was derived to allow backtesting. The model performed well and the trading rule backtesting showed that applying this in the post-WWII period would have resulted in an increase in returns. That is not too bad, but there are a few changes that would likely improve the model:

Market Conditions

#The model is predicting a `r paste(sprintf("%3.0f", tail(df.data$recession.initiation.smooth.avg,1)[[1]]*100), "%", sep="")` chance of recession in the next 12 months. :

#- P/E ratio of `r sprintf("%3.2f", tail(df.data$MULTPLSP500PERATIOMONTH,1))` compares to a historical mean value over the last decade of `r sprintf("%3.2f", df.data$MULTPLSP500PERATIOMONTH_Mean[1])`. Since 2008 recession P/E has only fallen below historical norm a few times. The current value is high, but well off the peaks. If earnings are +2-4% year-over-year then it is not unrealistic.

As of Feb 2020 we have entered a recession as defined by the NBER yet the market continues to rise.

P/E ratio of 21.13 compares to a historical mean value over the last decade of 18.64. Since 2008 recession P/E has only fallen below historical norm a few times. The current value is high, but well off the peaks. If earnings are +2-4% year-over-year then it is not unrealistic.

  • S&P 500 Volume, last updated on 2022-12-20, is flat over the last year and positive over the last month.

Unemployment

  • Headline unemployment (U-3) stands at 3.70% (last updated on 2022-11-01) which is near the 1-year average of 3.66% and rising with respect to the low in the last twelve months of 3.50%. Unlikely the rate will drop again.

  • Payrolls (BLS data, NSA) year-over-year stands at 4.30% which is above the 1-year average of 4.07% and falling with respect to the peak, in the last twelve months, of 4.93%.

  • Jobless claims (ICSA data) year-over-year stands at -2.96% (last updated on 2022-12-10) which is in-line with the 1-year average of -48.20% and below the peak, in the last twelve months, of 0.56%.
## Warning: Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

Personal Income

  • Real personal income year over year growth stands at 0.24% (last updated on 2022-10-01). This is below the recent peak of 2.39%.

Yield Curve and Bond Market

  • The 10-year to 3-month yield stands at -0.71% (last updated on 2022-12-19). This is above the recent low of -0.78%. The trend is negative over the last year and positive over the last month.

  • Auto sales flat?

Auxillary Series

I explored additional data series. The sections below have those data series along with comments.

Recent Highs

Print out the new 180 day high values

df.symbolsTrue <-
  df.symbols[df.symbols$'Max180' == TRUE, c("string.symbol", "string.description")]
df.symbolsTrue <-
  df.symbolsTrue[!(is.na(df.symbolsTrue$string.symbol)), ]
df.symbolsTrue <-
  df.symbolsTrue[!(df.symbolsTrue$string.symbol == 'USREC'), ]
#print(head(df.symbolsTrue,20))

kable(df.symbolsTrue, caption = "6-Month High") %>%
  kable_styling(bootstrap_options = c("striped", "hover"))  
6-Month High
string.symbol string.description
1 CPIAUCSL Consumer Price Index for All Urban Consumers: All Items
3 UNRATE Civilian Unemployment Rate U-3
4 PCEPI Personal Consumption Expenditures: Chain-type Price Index
5 CCSA Continued Claims (Insured Unemployment)
7 NPPTTL Total Nonfarm Private Payroll Employment (ADP)
9 PAYNSA All Employees: Total Nonfarm Payrolls (NSA)
14 RSALES Real Retail Sales (DISCONTINUED)
15 W875RX1 Real personal income excluding current transfer receipts
16 RPI Real personal income
51 EXPCH U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA)
52 IMPMX U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA)
55 HNFSUSNSA New One Family Houses for Sale in the United States (Monthly, NSA)
56 BUSLOANS Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
57 TOTCI Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
58 BUSLOANSNSA Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
59 REALLNNSA Real Estate Loans, All Commercial Banks (Monthly, NSA)
60 REALLN Real Estate Loans, All Commercial Banks (Monthly, SA)
61 RELACBW027NBOG Real Estate Loans, All Commercial Banks (Weekly, NSA)
62 RELACBW027SBOG Real Estate Loans, All Commercial Banks (Weekly, SA)
63 RREACBM027NBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
64 RREACBM027SBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
65 RREACBW027SBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
66 RREACBW027NBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
68 CONSUMERNSA Consumer Loans, All Commercial Banks
69 TOTLLNSA Loans and Leases in Bank Credit, All Commercial Banks
71 DRCLACBS Delinquency Rate on Consumer Loans, All Commercial Banks, SA
74 ASTLL All sectors; total loans; liability, Level (NSA)
75 FBDILNECA Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
76 ASOLAL All sectors; other loans and advances; liability, Level (NSA)
77 ASTMA All sectors; total mortgages; asset, Level (NSA)
78 ASHMA All sectors; home mortgages; asset, Level (NSA)
79 ASMRMA All sectors; multifamily residential mortgages; asset, Level (NSA)
80 ASCMA All sectors; commercial mortgages; asset, Level (NSA)
81 ASFMA All sectors; farm mortgages; asset, Level (NSA)
82 CCLBSHNO Households and nonprofit organizations; consumer credit; liability, Level (NSA)
83 FBDSILQ027S Domestic financial sectors debt securities; liability, Level (NSA)
84 FBLL Domestic financial sectors loans; liability, Level (NSA)
85 NCBDBIQ027S Nonfinancial corporate business; debt securities; liability, Level
92 TB3MS 3-Month Treasury Bill: Secondary Market Rate (Monthly)
109 GDP Gross Domestic Product
110 FNDEFX Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
111 FDEFX Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate)
113 GDPC1 Real Gross Domestic Product
114 GDPDEF Gross Domestic Product: Implicit Price Deflator
117 FEDFUNDS Effective Federal Funds Rate
120 MZMV Velocity of MZM Money Stock
121 M1 M1 Money Stock
122 M2 M2 Money Stock
123 OPHNFB Nonfarm Business Sector: Real Output Per Hour of All Persons
131 GFDEBTN Federal Debt: Total Public Debt
134 MSPUS Median Sales Price of Houses Sold for the United States (NSA)
136 DGORDER Manufacturers’ New Orders: Durable Goods (SA)
139 FYFSD Federal Surplus or Deficit
140 FYFSGDA188S Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
145 OUTMS Manufacturing Sector: Real Output
146 MANEMP All Employees: Manufacturing
156 OBFR Overnight Bank Funding Rate
157 OBFR99 Overnight Bank Funding Rate: 99th Percentile
158 OBFR75 Overnight Bank Funding Rate: 75th Percentile
159 OBFR25 Overnight Bank Funding Rate: 25th Percentile
162 IOER Interest Rate on Excess Reserves
164 EXCSRESNW Excess Reserves of Depository Institutions
165 ECBASSETS Central Bank Assets for Euro Area (11-19 Countries)
166 EUNNGDP Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
168 CURRENCY Currency Component of M1 (Seasonally Adjusted)
169 WCURRNS Currency Component of M1
174 POPTHM Population (U.S.)
175 POPTHM Population (U.S.)
183 TERMCBPER24NS Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
184 A065RC1A027NBEA Personal income (NSA)
185 PI Personal income (SA)
186 PCE Personal Consumption Expenditures (SA)
225 ISMMANPMI Institute of Supply Managment PMI Composite Index
227 MULTPLSP500SALESQUARTER S&P 500 TTM Sales (Not Inflation Adjusted)
229 MULTPLSP500DIVMONTH S&P 500 Dividend by Month (Inflation Adjusted)
230 CHRISCMEHG1 Copper Futures, Continuous Contract #1 (HG1) (Front Month)
231 WWDIWLDISAIRGOODMTK1 Air transport, freight
233 PETA103600001M U.S. Total Gasoline Retail Sales by Refiners, Monthly
234 PETA123600001M U.S. Regular Gasoline Retail Sales by Refiners, Monthly
235 PETA143B00001M U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly
236 PETA133B00001M U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
237 TOTALOGNRPUSM Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly
238 TOTALPANRPUSM Crude Oil Rotary Rigs in Operation, Monthly
240 BKRTotal Total Rig Count
241 BKRGas Gas Rig Count
242 BKROil Oil Rig Count
243 FARMINCOME Net Farm Income
244 OPEARNINGSPERSHARE Operating Earnings per Share
245 AREARNINGSPERSHARE As-Reported Earnings per Share
246 CASHDIVIDENDSPERSHR Cash Dividends per Share
247 SALESPERSHR Sales per Share
248 BOOKVALPERSHR Book value per Share
249 CAPEXPERSHR Cap ex per Share
250 PRICE Price
251 OPEARNINGSTTM TTM Operating Earnings
252 AREARNINGSTTM TTM Reported Earnings
255 OCCEquityVolume Equity Options Volume
256 OCCNonEquityVolume Non-Equity Options Volume
260 BUSLOANS.by.GDP Business Loans Normalized by GDP
263 BUSLOANSNSA.by.GDP Business Loans Normalized by GDP
264 TOTCI.by.GDP Business Loans (Weekly, SA) Normalized by GDP
268 W875RX1.by.GDP Real Personal Income Normalized by GDP
270 PI.by.GDP Personal Income (SA) Normalized by GDP
273 CONSUMERNSA.by.GDP Consumer Loans Not Seasonally Adjusted divided by GDP
274 RREACBM027NBOG.by.GDP Residental Real Estate Loans (Monthly, NSA) divided by GDP
275 RREACBM027SBOG.by.GDP Residental Real Estate Loans (Monthly, SA) divided by GDP
276 RREACBW027SBOG.by.GDP Residental Real Estate Loans (Weekly, SA) divided by GDP
277 RREACBW027NBOG.by.GDP Residental Real Estate Loans (Weekly, NSA) divided by GDP
279 DGORDER.by.GDP Durable Goods (Monthly, NSA) divided by GDP
283 CONSUMERNSA.INTEREST Consumer Loans (Not Seasonally Adjusted) Interest Burdens
284 CONSUMERNSA.INTEREST.by.GDP Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
285 TOTLNNSA Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
286 TOTLNNSA.by.GDP Total Loans Not Seasonally Adjusted divided by GDP
293 EXPCH.minus.IMPCH U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
296 ASTLL.by.GDP All sectors; total loans; liability, Level (NSA) Divided by GDP
315 CHRISCMEHG1.by.PPIACO Copper, $/lb, Normalized by commodities producer price index
322 GDP.by.GDPDEF Nominal GDP Normalized by GDP def
333 HNFSUSNSA.minus.HSN1FNSA Houses for sale - houses sold
335 MSPUS.times.HNFSUSNSA New privately owned 1-family units for sale times median price
339 CPIAUCSL_YoY4 Consumer Price Index for All Urban Consumers: All Items 4 Year over 4 Year
344 CPIAUCSL_Log Log of Consumer Price Index for All Urban Consumers: All Items
345 CPIAUCSL_mva365 Consumer Price Index for All Urban Consumers: All Items 365 Day MA
346 CPIAUCSL_mva200 Consumer Price Index for All Urban Consumers: All Items 200 Day MA
347 CPIAUCSL_mva050 Consumer Price Index for All Urban Consumers: All Items 50 Day MA
348 USREC_YoY NBER based Recession Indicators Year over Year
349 USREC_YoY4 NBER based Recession Indicators 4 Year over 4 Year
350 USREC_YoY5 NBER based Recession Indicators 5 Year over 5 Year
351 USREC_Smooth Savitsky-Golay Smoothed (p=3, n=365) NBER based Recession Indicators
352 USREC_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) NBER based Recession Indicators
353 USREC_SmoothDer Derivative of Smoothed NBER based Recession Indicators
354 USREC_Log Log of NBER based Recession Indicators
355 USREC_mva365 NBER based Recession Indicators 365 Day MA
356 USREC_mva200 NBER based Recession Indicators 200 Day MA
357 USREC_mva050 NBER based Recession Indicators 50 Day MA
360 UNRATE_YoY5 Civilian Unemployment Rate U-3 5 Year over 5 Year
364 UNRATE_Log Log of Civilian Unemployment Rate U-3
367 UNRATE_mva050 Civilian Unemployment Rate U-3 50 Day MA
374 PCEPI_Log Log of Personal Consumption Expenditures: Chain-type Price Index
375 PCEPI_mva365 Personal Consumption Expenditures: Chain-type Price Index 365 Day MA
376 PCEPI_mva200 Personal Consumption Expenditures: Chain-type Price Index 200 Day MA
377 PCEPI_mva050 Personal Consumption Expenditures: Chain-type Price Index 50 Day MA
381 CCSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Continued Claims (Insured Unemployment)
383 CCSA_SmoothDer Derivative of Smoothed Continued Claims (Insured Unemployment)
384 CCSA_Log Log of Continued Claims (Insured Unemployment)
387 CCSA_mva050 Continued Claims (Insured Unemployment) 50 Day MA
391 CCNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Continued Claims (Insured Unemployment, NSA)
393 CCNSA_SmoothDer Derivative of Smoothed Continued Claims (Insured Unemployment, NSA)
401 NPPTTL_Smooth Savitsky-Golay Smoothed (p=3, n=365) Total Nonfarm Private Payroll Employment (ADP)
404 NPPTTL_Log Log of Total Nonfarm Private Payroll Employment (ADP)
405 NPPTTL_mva365 Total Nonfarm Private Payroll Employment (ADP) 365 Day MA
406 NPPTTL_mva200 Total Nonfarm Private Payroll Employment (ADP) 200 Day MA
407 NPPTTL_mva050 Total Nonfarm Private Payroll Employment (ADP) 50 Day MA
408 U6RATE_YoY Total unemployed + margin + part-time U-6 Year over Year
418 PAYNSA_YoY All Employees: Total Nonfarm Payrolls (NSA) Year over Year
419 PAYNSA_YoY4 All Employees: Total Nonfarm Payrolls (NSA) 4 Year over 4 Year
420 PAYNSA_YoY5 All Employees: Total Nonfarm Payrolls (NSA) 5 Year over 5 Year
421 PAYNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) All Employees: Total Nonfarm Payrolls (NSA)
424 PAYNSA_Log Log of All Employees: Total Nonfarm Payrolls (NSA)
425 PAYNSA_mva365 All Employees: Total Nonfarm Payrolls (NSA) 365 Day MA
426 PAYNSA_mva200 All Employees: Total Nonfarm Payrolls (NSA) 200 Day MA
427 PAYNSA_mva050 All Employees: Total Nonfarm Payrolls (NSA) 50 Day MA
433 TABSHNO_SmoothDer Derivative of Smoothed Households and nonprofit organizations; total assets, Level
443 HNONWPDPI_SmoothDer Derivative of Smoothed Household Net Worth, percent Dispsable Income
449 INDPRO_YoY4 Industrial Production Index 4 Year over 4 Year
451 INDPRO_Smooth Savitsky-Golay Smoothed (p=3, n=365) Industrial Production Index
455 INDPRO_mva365 Industrial Production Index 365 Day MA
456 INDPRO_mva200 Industrial Production Index 200 Day MA
465 RRSFS_mva365 Real Retail and Food Services Sales 365 Day MA
468 RSALES_YoY Real Retail Sales (DISCONTINUED) Year over Year
469 RSALES_YoY4 Real Retail Sales (DISCONTINUED) 4 Year over 4 Year
470 RSALES_YoY5 Real Retail Sales (DISCONTINUED) 5 Year over 5 Year
474 RSALES_Log Log of Real Retail Sales (DISCONTINUED)
475 RSALES_mva365 Real Retail Sales (DISCONTINUED) 365 Day MA
476 RSALES_mva200 Real Retail Sales (DISCONTINUED) 200 Day MA
477 RSALES_mva050 Real Retail Sales (DISCONTINUED) 50 Day MA
483 W875RX1_SmoothDer Derivative of Smoothed Real personal income excluding current transfer receipts
484 W875RX1_Log Log of Real personal income excluding current transfer receipts
486 W875RX1_mva200 Real personal income excluding current transfer receipts 200 Day MA
487 W875RX1_mva050 Real personal income excluding current transfer receipts 50 Day MA
488 RPI_YoY Real personal income Year over Year
491 RPI_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real personal income
493 RPI_SmoothDer Derivative of Smoothed Real personal income
494 RPI_Log Log of Real personal income
496 RPI_mva200 Real personal income 200 Day MA
497 RPI_mva050 Real personal income 50 Day MA
503 PCOPPUSDM_SmoothDer Derivative of Smoothed Global price of Copper
511 NOBL.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
513 NOBL.Open_SmoothDer Derivative of Smoothed
517 NOBL.Open_mva050 50 Day MA
521 NOBL.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
523 NOBL.High_SmoothDer Derivative of Smoothed
527 NOBL.High_mva050 50 Day MA
529 NOBL.Low_YoY4 4 Year over 4 Year
531 NOBL.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
533 NOBL.Low_SmoothDer Derivative of Smoothed
537 NOBL.Low_mva050 50 Day MA
539 NOBL.Close_YoY4 4 Year over 4 Year
541 NOBL.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
543 NOBL.Close_SmoothDer Derivative of Smoothed
547 NOBL.Close_mva050 50 Day MA
553 NOBL.Volume_SmoothDer Derivative of Smoothed
559 NOBL.Adjusted_YoY4 4 Year over 4 Year
561 NOBL.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
563 NOBL.Adjusted_SmoothDer Derivative of Smoothed
567 NOBL.Adjusted_mva050 50 Day MA
569 SCHD.Open_YoY4 4 Year over 4 Year
571 SCHD.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
573 SCHD.Open_SmoothDer Derivative of Smoothed
577 SCHD.Open_mva050 50 Day MA
581 SCHD.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
583 SCHD.High_SmoothDer Derivative of Smoothed
587 SCHD.High_mva050 50 Day MA
589 SCHD.Low_YoY4 4 Year over 4 Year
591 SCHD.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
593 SCHD.Low_SmoothDer Derivative of Smoothed
597 SCHD.Low_mva050 50 Day MA
599 SCHD.Close_YoY4 4 Year over 4 Year
601 SCHD.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
603 SCHD.Close_SmoothDer Derivative of Smoothed
607 SCHD.Close_mva050 50 Day MA
611 SCHD.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
613 SCHD.Volume_SmoothDer Derivative of Smoothed
619 SCHD.Adjusted_YoY4 4 Year over 4 Year
621 SCHD.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
623 SCHD.Adjusted_SmoothDer Derivative of Smoothed
627 SCHD.Adjusted_mva050 50 Day MA
633 PFF.Open_SmoothDer Derivative of Smoothed
643 PFF.High_SmoothDer Derivative of Smoothed
653 PFF.Low_SmoothDer Derivative of Smoothed
663 PFF.Close_SmoothDer Derivative of Smoothed
671 PFF.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
673 PFF.Volume_SmoothDer Derivative of Smoothed
677 PFF.Volume_mva050 50 Day MA
683 PFF.Adjusted_SmoothDer Derivative of Smoothed
689 HPI.Open_YoY4 4 Year over 4 Year
693 HPI.Open_SmoothDer Derivative of Smoothed
699 HPI.High_YoY4 4 Year over 4 Year
703 HPI.High_SmoothDer Derivative of Smoothed
709 HPI.Low_YoY4 4 Year over 4 Year
713 HPI.Low_SmoothDer Derivative of Smoothed
719 HPI.Close_YoY4 4 Year over 4 Year
723 HPI.Close_SmoothDer Derivative of Smoothed
731 HPI.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
733 HPI.Volume_SmoothDer Derivative of Smoothed
735 HPI.Volume_mva365 365 Day MA
737 HPI.Volume_mva050 50 Day MA
739 HPI.Adjusted_YoY4 4 Year over 4 Year
743 HPI.Adjusted_SmoothDer Derivative of Smoothed
749 GSFTX.Open_YoY4 4 Year over 4 Year
751 GSFTX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
753 GSFTX.Open_SmoothDer Derivative of Smoothed
759 GSFTX.High_YoY4 4 Year over 4 Year
761 GSFTX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
763 GSFTX.High_SmoothDer Derivative of Smoothed
769 GSFTX.Low_YoY4 4 Year over 4 Year
771 GSFTX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
773 GSFTX.Low_SmoothDer Derivative of Smoothed
779 GSFTX.Close_YoY4 4 Year over 4 Year
781 GSFTX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
783 GSFTX.Close_SmoothDer Derivative of Smoothed
788 GSFTX.Volume_YoY Year over Year
789 GSFTX.Volume_YoY4 4 Year over 4 Year
790 GSFTX.Volume_YoY5 5 Year over 5 Year
791 GSFTX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
792 GSFTX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
793 GSFTX.Volume_SmoothDer Derivative of Smoothed
794 GSFTX.Volume_Log Log of
795 GSFTX.Volume_mva365 365 Day MA
796 GSFTX.Volume_mva200 200 Day MA
797 GSFTX.Volume_mva050 50 Day MA
799 GSFTX.Adjusted_YoY4 4 Year over 4 Year
801 GSFTX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
803 GSFTX.Adjusted_SmoothDer Derivative of Smoothed
848 LFMIX.Volume_YoY Year over Year
849 LFMIX.Volume_YoY4 4 Year over 4 Year
850 LFMIX.Volume_YoY5 5 Year over 5 Year
851 LFMIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
852 LFMIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
853 LFMIX.Volume_SmoothDer Derivative of Smoothed
854 LFMIX.Volume_Log Log of
855 LFMIX.Volume_mva365 365 Day MA
856 LFMIX.Volume_mva200 200 Day MA
857 LFMIX.Volume_mva050 50 Day MA
908 LFMCX.Volume_YoY Year over Year
909 LFMCX.Volume_YoY4 4 Year over 4 Year
910 LFMCX.Volume_YoY5 5 Year over 5 Year
911 LFMCX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
912 LFMCX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
913 LFMCX.Volume_SmoothDer Derivative of Smoothed
914 LFMCX.Volume_Log Log of
915 LFMCX.Volume_mva365 365 Day MA
916 LFMCX.Volume_mva200 200 Day MA
917 LFMCX.Volume_mva050 50 Day MA
968 LFMAX.Volume_YoY Year over Year
969 LFMAX.Volume_YoY4 4 Year over 4 Year
970 LFMAX.Volume_YoY5 5 Year over 5 Year
971 LFMAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
972 LFMAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
973 LFMAX.Volume_SmoothDer Derivative of Smoothed
974 LFMAX.Volume_Log Log of
975 LFMAX.Volume_mva365 365 Day MA
976 LFMAX.Volume_mva200 200 Day MA
977 LFMAX.Volume_mva050 50 Day MA
1028 LCSIX.Volume_YoY Year over Year
1029 LCSIX.Volume_YoY4 4 Year over 4 Year
1030 LCSIX.Volume_YoY5 5 Year over 5 Year
1031 LCSIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1032 LCSIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1033 LCSIX.Volume_SmoothDer Derivative of Smoothed
1034 LCSIX.Volume_Log Log of
1035 LCSIX.Volume_mva365 365 Day MA
1036 LCSIX.Volume_mva200 200 Day MA
1037 LCSIX.Volume_mva050 50 Day MA
1053 BSV.Open_SmoothDer Derivative of Smoothed
1063 BSV.High_SmoothDer Derivative of Smoothed
1073 BSV.Low_SmoothDer Derivative of Smoothed
1083 BSV.Close_SmoothDer Derivative of Smoothed
1095 BSV.Volume_mva365 365 Day MA
1103 BSV.Adjusted_SmoothDer Derivative of Smoothed
1113 VBIRX.Open_SmoothDer Derivative of Smoothed
1123 VBIRX.High_SmoothDer Derivative of Smoothed
1133 VBIRX.Low_SmoothDer Derivative of Smoothed
1143 VBIRX.Close_SmoothDer Derivative of Smoothed
1148 VBIRX.Volume_YoY Year over Year
1149 VBIRX.Volume_YoY4 4 Year over 4 Year
1150 VBIRX.Volume_YoY5 5 Year over 5 Year
1151 VBIRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1152 VBIRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1153 VBIRX.Volume_SmoothDer Derivative of Smoothed
1154 VBIRX.Volume_Log Log of
1155 VBIRX.Volume_mva365 365 Day MA
1156 VBIRX.Volume_mva200 200 Day MA
1157 VBIRX.Volume_mva050 50 Day MA
1163 VBIRX.Adjusted_SmoothDer Derivative of Smoothed
1173 BIV.Open_SmoothDer Derivative of Smoothed
1183 BIV.High_SmoothDer Derivative of Smoothed
1193 BIV.Low_SmoothDer Derivative of Smoothed
1203 BIV.Close_SmoothDer Derivative of Smoothed
1211 BIV.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1213 BIV.Volume_SmoothDer Derivative of Smoothed
1215 BIV.Volume_mva365 365 Day MA
1223 BIV.Adjusted_SmoothDer Derivative of Smoothed
1233 VFSUX.Open_SmoothDer Derivative of Smoothed
1243 VFSUX.High_SmoothDer Derivative of Smoothed
1253 VFSUX.Low_SmoothDer Derivative of Smoothed
1263 VFSUX.Close_SmoothDer Derivative of Smoothed
1268 VFSUX.Volume_YoY Year over Year
1269 VFSUX.Volume_YoY4 4 Year over 4 Year
1270 VFSUX.Volume_YoY5 5 Year over 5 Year
1271 VFSUX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1272 VFSUX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1273 VFSUX.Volume_SmoothDer Derivative of Smoothed
1274 VFSUX.Volume_Log Log of
1275 VFSUX.Volume_mva365 365 Day MA
1276 VFSUX.Volume_mva200 200 Day MA
1277 VFSUX.Volume_mva050 50 Day MA
1283 VFSUX.Adjusted_SmoothDer Derivative of Smoothed
1293 LTUIX.Open_SmoothDer Derivative of Smoothed
1303 LTUIX.High_SmoothDer Derivative of Smoothed
1313 LTUIX.Low_SmoothDer Derivative of Smoothed
1323 LTUIX.Close_SmoothDer Derivative of Smoothed
1328 LTUIX.Volume_YoY Year over Year
1329 LTUIX.Volume_YoY4 4 Year over 4 Year
1330 LTUIX.Volume_YoY5 5 Year over 5 Year
1331 LTUIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1332 LTUIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1333 LTUIX.Volume_SmoothDer Derivative of Smoothed
1334 LTUIX.Volume_Log Log of
1335 LTUIX.Volume_mva365 365 Day MA
1336 LTUIX.Volume_mva200 200 Day MA
1337 LTUIX.Volume_mva050 50 Day MA
1343 LTUIX.Adjusted_SmoothDer Derivative of Smoothed
1353 PTTPX.Open_SmoothDer Derivative of Smoothed
1363 PTTPX.High_SmoothDer Derivative of Smoothed
1373 PTTPX.Low_SmoothDer Derivative of Smoothed
1383 PTTPX.Close_SmoothDer Derivative of Smoothed
1388 PTTPX.Volume_YoY Year over Year
1389 PTTPX.Volume_YoY4 4 Year over 4 Year
1390 PTTPX.Volume_YoY5 5 Year over 5 Year
1391 PTTPX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1392 PTTPX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1393 PTTPX.Volume_SmoothDer Derivative of Smoothed
1394 PTTPX.Volume_Log Log of
1395 PTTPX.Volume_mva365 365 Day MA
1396 PTTPX.Volume_mva200 200 Day MA
1397 PTTPX.Volume_mva050 50 Day MA
1403 PTTPX.Adjusted_SmoothDer Derivative of Smoothed
1413 NERYX.Open_SmoothDer Derivative of Smoothed
1423 NERYX.High_SmoothDer Derivative of Smoothed
1433 NERYX.Low_SmoothDer Derivative of Smoothed
1443 NERYX.Close_SmoothDer Derivative of Smoothed
1448 NERYX.Volume_YoY Year over Year
1449 NERYX.Volume_YoY4 4 Year over 4 Year
1450 NERYX.Volume_YoY5 5 Year over 5 Year
1451 NERYX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1452 NERYX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1453 NERYX.Volume_SmoothDer Derivative of Smoothed
1454 NERYX.Volume_Log Log of
1455 NERYX.Volume_mva365 365 Day MA
1456 NERYX.Volume_mva200 200 Day MA
1457 NERYX.Volume_mva050 50 Day MA
1463 NERYX.Adjusted_SmoothDer Derivative of Smoothed
1473 STIGX.Open_SmoothDer Derivative of Smoothed
1483 STIGX.High_SmoothDer Derivative of Smoothed
1493 STIGX.Low_SmoothDer Derivative of Smoothed
1503 STIGX.Close_SmoothDer Derivative of Smoothed
1508 STIGX.Volume_YoY Year over Year
1509 STIGX.Volume_YoY4 4 Year over 4 Year
1510 STIGX.Volume_YoY5 5 Year over 5 Year
1511 STIGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1512 STIGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1513 STIGX.Volume_SmoothDer Derivative of Smoothed
1514 STIGX.Volume_Log Log of
1515 STIGX.Volume_mva365 365 Day MA
1516 STIGX.Volume_mva200 200 Day MA
1517 STIGX.Volume_mva050 50 Day MA
1523 STIGX.Adjusted_SmoothDer Derivative of Smoothed
1533 HLGAX.Open_SmoothDer Derivative of Smoothed
1543 HLGAX.High_SmoothDer Derivative of Smoothed
1553 HLGAX.Low_SmoothDer Derivative of Smoothed
1563 HLGAX.Close_SmoothDer Derivative of Smoothed
1568 HLGAX.Volume_YoY Year over Year
1569 HLGAX.Volume_YoY4 4 Year over 4 Year
1570 HLGAX.Volume_YoY5 5 Year over 5 Year
1571 HLGAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1572 HLGAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1573 HLGAX.Volume_SmoothDer Derivative of Smoothed
1574 HLGAX.Volume_Log Log of
1575 HLGAX.Volume_mva365 365 Day MA
1576 HLGAX.Volume_mva200 200 Day MA
1577 HLGAX.Volume_mva050 50 Day MA
1583 HLGAX.Adjusted_SmoothDer Derivative of Smoothed
1593 FTRGX.Open_SmoothDer Derivative of Smoothed
1603 FTRGX.High_SmoothDer Derivative of Smoothed
1613 FTRGX.Low_SmoothDer Derivative of Smoothed
1623 FTRGX.Close_SmoothDer Derivative of Smoothed
1628 FTRGX.Volume_YoY Year over Year
1629 FTRGX.Volume_YoY4 4 Year over 4 Year
1630 FTRGX.Volume_YoY5 5 Year over 5 Year
1631 FTRGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1632 FTRGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1633 FTRGX.Volume_SmoothDer Derivative of Smoothed
1634 FTRGX.Volume_Log Log of
1635 FTRGX.Volume_mva365 365 Day MA
1636 FTRGX.Volume_mva200 200 Day MA
1637 FTRGX.Volume_mva050 50 Day MA
1643 FTRGX.Adjusted_SmoothDer Derivative of Smoothed
1653 THIIX.Open_SmoothDer Derivative of Smoothed
1663 THIIX.High_SmoothDer Derivative of Smoothed
1673 THIIX.Low_SmoothDer Derivative of Smoothed
1683 THIIX.Close_SmoothDer Derivative of Smoothed
1688 THIIX.Volume_YoY Year over Year
1689 THIIX.Volume_YoY4 4 Year over 4 Year
1690 THIIX.Volume_YoY5 5 Year over 5 Year
1691 THIIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1692 THIIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1693 THIIX.Volume_SmoothDer Derivative of Smoothed
1694 THIIX.Volume_Log Log of
1695 THIIX.Volume_mva365 365 Day MA
1696 THIIX.Volume_mva200 200 Day MA
1697 THIIX.Volume_mva050 50 Day MA
1703 THIIX.Adjusted_SmoothDer Derivative of Smoothed
1713 PTTRX.Open_SmoothDer Derivative of Smoothed
1723 PTTRX.High_SmoothDer Derivative of Smoothed
1733 PTTRX.Low_SmoothDer Derivative of Smoothed
1743 PTTRX.Close_SmoothDer Derivative of Smoothed
1748 PTTRX.Volume_YoY Year over Year
1749 PTTRX.Volume_YoY4 4 Year over 4 Year
1750 PTTRX.Volume_YoY5 5 Year over 5 Year
1751 PTTRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1752 PTTRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1753 PTTRX.Volume_SmoothDer Derivative of Smoothed
1754 PTTRX.Volume_Log Log of
1755 PTTRX.Volume_mva365 365 Day MA
1756 PTTRX.Volume_mva200 200 Day MA
1757 PTTRX.Volume_mva050 50 Day MA
1763 PTTRX.Adjusted_SmoothDer Derivative of Smoothed
1773 BFIGX.Open_SmoothDer Derivative of Smoothed
1783 BFIGX.High_SmoothDer Derivative of Smoothed
1793 BFIGX.Low_SmoothDer Derivative of Smoothed
1803 BFIGX.Close_SmoothDer Derivative of Smoothed
1808 BFIGX.Volume_YoY Year over Year
1809 BFIGX.Volume_YoY4 4 Year over 4 Year
1810 BFIGX.Volume_YoY5 5 Year over 5 Year
1811 BFIGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1812 BFIGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1813 BFIGX.Volume_SmoothDer Derivative of Smoothed
1814 BFIGX.Volume_Log Log of
1815 BFIGX.Volume_mva365 365 Day MA
1816 BFIGX.Volume_mva200 200 Day MA
1817 BFIGX.Volume_mva050 50 Day MA
1823 BFIGX.Adjusted_SmoothDer Derivative of Smoothed
1833 VTWO.Open_SmoothDer Derivative of Smoothed
1843 VTWO.High_SmoothDer Derivative of Smoothed
1849 VTWO.Low_YoY4 4 Year over 4 Year
1853 VTWO.Low_SmoothDer Derivative of Smoothed
1859 VTWO.Close_YoY4 4 Year over 4 Year
1863 VTWO.Close_SmoothDer Derivative of Smoothed
1871 VTWO.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1873 VTWO.Volume_SmoothDer Derivative of Smoothed
1879 VTWO.Adjusted_YoY4 4 Year over 4 Year
1881 VTWO.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1883 VTWO.Adjusted_SmoothDer Derivative of Smoothed
1889 EIFAX.Open_YoY4 4 Year over 4 Year
1893 EIFAX.Open_SmoothDer Derivative of Smoothed
1899 EIFAX.High_YoY4 4 Year over 4 Year
1903 EIFAX.High_SmoothDer Derivative of Smoothed
1909 EIFAX.Low_YoY4 4 Year over 4 Year
1913 EIFAX.Low_SmoothDer Derivative of Smoothed
1919 EIFAX.Close_YoY4 4 Year over 4 Year
1923 EIFAX.Close_SmoothDer Derivative of Smoothed
1928 EIFAX.Volume_YoY Year over Year
1929 EIFAX.Volume_YoY4 4 Year over 4 Year
1930 EIFAX.Volume_YoY5 5 Year over 5 Year
1931 EIFAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1932 EIFAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1933 EIFAX.Volume_SmoothDer Derivative of Smoothed
1934 EIFAX.Volume_Log Log of
1935 EIFAX.Volume_mva365 365 Day MA
1936 EIFAX.Volume_mva200 200 Day MA
1937 EIFAX.Volume_mva050 50 Day MA
1939 EIFAX.Adjusted_YoY4 4 Year over 4 Year
1941 EIFAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1943 EIFAX.Adjusted_SmoothDer Derivative of Smoothed
1953 ASDAX.Open_SmoothDer Derivative of Smoothed
1963 ASDAX.High_SmoothDer Derivative of Smoothed
1973 ASDAX.Low_SmoothDer Derivative of Smoothed
1983 ASDAX.Close_SmoothDer Derivative of Smoothed
1988 ASDAX.Volume_YoY Year over Year
1989 ASDAX.Volume_YoY4 4 Year over 4 Year
1990 ASDAX.Volume_YoY5 5 Year over 5 Year
1991 ASDAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1992 ASDAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1993 ASDAX.Volume_SmoothDer Derivative of Smoothed
1994 ASDAX.Volume_Log Log of
1995 ASDAX.Volume_mva365 365 Day MA
1996 ASDAX.Volume_mva200 200 Day MA
1997 ASDAX.Volume_mva050 50 Day MA
2001 ASDAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2003 ASDAX.Adjusted_SmoothDer Derivative of Smoothed
2013 TRBUX.Open_SmoothDer Derivative of Smoothed
2023 TRBUX.High_SmoothDer Derivative of Smoothed
2033 TRBUX.Low_SmoothDer Derivative of Smoothed
2043 TRBUX.Close_SmoothDer Derivative of Smoothed
2048 TRBUX.Volume_YoY Year over Year
2049 TRBUX.Volume_YoY4 4 Year over 4 Year
2050 TRBUX.Volume_YoY5 5 Year over 5 Year
2051 TRBUX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2052 TRBUX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2053 TRBUX.Volume_SmoothDer Derivative of Smoothed
2054 TRBUX.Volume_Log Log of
2055 TRBUX.Volume_mva365 365 Day MA
2056 TRBUX.Volume_mva200 200 Day MA
2057 TRBUX.Volume_mva050 50 Day MA
2063 TRBUX.Adjusted_SmoothDer Derivative of Smoothed
2073 PRVIX.Open_SmoothDer Derivative of Smoothed
2083 PRVIX.High_SmoothDer Derivative of Smoothed
2093 PRVIX.Low_SmoothDer Derivative of Smoothed
2103 PRVIX.Close_SmoothDer Derivative of Smoothed
2108 PRVIX.Volume_YoY Year over Year
2109 PRVIX.Volume_YoY4 4 Year over 4 Year
2110 PRVIX.Volume_YoY5 5 Year over 5 Year
2111 PRVIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2112 PRVIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2113 PRVIX.Volume_SmoothDer Derivative of Smoothed
2114 PRVIX.Volume_Log Log of
2115 PRVIX.Volume_mva365 365 Day MA
2116 PRVIX.Volume_mva200 200 Day MA
2117 PRVIX.Volume_mva050 50 Day MA
2123 PRVIX.Adjusted_SmoothDer Derivative of Smoothed
2133 PRWCX.Open_SmoothDer Derivative of Smoothed
2143 PRWCX.High_SmoothDer Derivative of Smoothed
2153 PRWCX.Low_SmoothDer Derivative of Smoothed
2163 PRWCX.Close_SmoothDer Derivative of Smoothed
2168 PRWCX.Volume_YoY Year over Year
2169 PRWCX.Volume_YoY4 4 Year over 4 Year
2170 PRWCX.Volume_YoY5 5 Year over 5 Year
2171 PRWCX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2172 PRWCX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2173 PRWCX.Volume_SmoothDer Derivative of Smoothed
2174 PRWCX.Volume_Log Log of
2175 PRWCX.Volume_mva365 365 Day MA
2176 PRWCX.Volume_mva200 200 Day MA
2177 PRWCX.Volume_mva050 50 Day MA
2183 PRWCX.Adjusted_SmoothDer Derivative of Smoothed
2188 ADOZX.Open_YoY Year over Year
2189 ADOZX.Open_YoY4 4 Year over 4 Year
2191 ADOZX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2193 ADOZX.Open_SmoothDer Derivative of Smoothed
2197 ADOZX.Open_mva050 50 Day MA
2198 ADOZX.High_YoY Year over Year
2199 ADOZX.High_YoY4 4 Year over 4 Year
2201 ADOZX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2203 ADOZX.High_SmoothDer Derivative of Smoothed
2207 ADOZX.High_mva050 50 Day MA
2208 ADOZX.Low_YoY Year over Year
2209 ADOZX.Low_YoY4 4 Year over 4 Year
2211 ADOZX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2213 ADOZX.Low_SmoothDer Derivative of Smoothed
2217 ADOZX.Low_mva050 50 Day MA
2218 ADOZX.Close_YoY Year over Year
2219 ADOZX.Close_YoY4 4 Year over 4 Year
2221 ADOZX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2223 ADOZX.Close_SmoothDer Derivative of Smoothed
2227 ADOZX.Close_mva050 50 Day MA
2228 ADOZX.Volume_YoY Year over Year
2229 ADOZX.Volume_YoY4 4 Year over 4 Year
2230 ADOZX.Volume_YoY5 5 Year over 5 Year
2231 ADOZX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2232 ADOZX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2233 ADOZX.Volume_SmoothDer Derivative of Smoothed
2234 ADOZX.Volume_Log Log of
2235 ADOZX.Volume_mva365 365 Day MA
2236 ADOZX.Volume_mva200 200 Day MA
2237 ADOZX.Volume_mva050 50 Day MA
2239 ADOZX.Adjusted_YoY4 4 Year over 4 Year
2241 ADOZX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2243 ADOZX.Adjusted_SmoothDer Derivative of Smoothed
2247 ADOZX.Adjusted_mva050 50 Day MA
2251 MERFX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2253 MERFX.Open_SmoothDer Derivative of Smoothed
2256 MERFX.Open_mva200 200 Day MA
2261 MERFX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2263 MERFX.High_SmoothDer Derivative of Smoothed
2266 MERFX.High_mva200 200 Day MA
2271 MERFX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2273 MERFX.Low_SmoothDer Derivative of Smoothed
2276 MERFX.Low_mva200 200 Day MA
2281 MERFX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2283 MERFX.Close_SmoothDer Derivative of Smoothed
2286 MERFX.Close_mva200 200 Day MA
2288 MERFX.Volume_YoY Year over Year
2289 MERFX.Volume_YoY4 4 Year over 4 Year
2290 MERFX.Volume_YoY5 5 Year over 5 Year
2291 MERFX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2292 MERFX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2293 MERFX.Volume_SmoothDer Derivative of Smoothed
2294 MERFX.Volume_Log Log of
2295 MERFX.Volume_mva365 365 Day MA
2296 MERFX.Volume_mva200 200 Day MA
2297 MERFX.Volume_mva050 50 Day MA
2301 MERFX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2303 MERFX.Adjusted_SmoothDer Derivative of Smoothed
2305 MERFX.Adjusted_mva365 365 Day MA
2306 MERFX.Adjusted_mva200 200 Day MA
2309 CMNIX.Open_YoY4 4 Year over 4 Year
2311 CMNIX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2313 CMNIX.Open_SmoothDer Derivative of Smoothed
2319 CMNIX.High_YoY4 4 Year over 4 Year
2321 CMNIX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2323 CMNIX.High_SmoothDer Derivative of Smoothed
2329 CMNIX.Low_YoY4 4 Year over 4 Year
2331 CMNIX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2333 CMNIX.Low_SmoothDer Derivative of Smoothed
2339 CMNIX.Close_YoY4 4 Year over 4 Year
2341 CMNIX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2343 CMNIX.Close_SmoothDer Derivative of Smoothed
2348 CMNIX.Volume_YoY Year over Year
2349 CMNIX.Volume_YoY4 4 Year over 4 Year
2350 CMNIX.Volume_YoY5 5 Year over 5 Year
2351 CMNIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2352 CMNIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2353 CMNIX.Volume_SmoothDer Derivative of Smoothed
2354 CMNIX.Volume_Log Log of
2355 CMNIX.Volume_mva365 365 Day MA
2356 CMNIX.Volume_mva200 200 Day MA
2357 CMNIX.Volume_mva050 50 Day MA
2361 CMNIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2363 CMNIX.Adjusted_SmoothDer Derivative of Smoothed
2369 CIHEX.Open_YoY4 4 Year over 4 Year
2371 CIHEX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2373 CIHEX.Open_SmoothDer Derivative of Smoothed
2379 CIHEX.High_YoY4 4 Year over 4 Year
2381 CIHEX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2383 CIHEX.High_SmoothDer Derivative of Smoothed
2389 CIHEX.Low_YoY4 4 Year over 4 Year
2391 CIHEX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2393 CIHEX.Low_SmoothDer Derivative of Smoothed
2399 CIHEX.Close_YoY4 4 Year over 4 Year
2401 CIHEX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2403 CIHEX.Close_SmoothDer Derivative of Smoothed
2408 CIHEX.Volume_YoY Year over Year
2409 CIHEX.Volume_YoY4 4 Year over 4 Year
2410 CIHEX.Volume_YoY5 5 Year over 5 Year
2411 CIHEX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2412 CIHEX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2413 CIHEX.Volume_SmoothDer Derivative of Smoothed
2414 CIHEX.Volume_Log Log of
2415 CIHEX.Volume_mva365 365 Day MA
2416 CIHEX.Volume_mva200 200 Day MA
2417 CIHEX.Volume_mva050 50 Day MA
2419 CIHEX.Adjusted_YoY4 4 Year over 4 Year
2421 CIHEX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2423 CIHEX.Adjusted_SmoothDer Derivative of Smoothed
2438 EXPCH_YoY U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) Year over Year
2439 EXPCH_YoY4 U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) 4 Year over 4 Year
2440 EXPCH_YoY5 U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) 5 Year over 5 Year
2441 EXPCH_Smooth Savitsky-Golay Smoothed (p=3, n=365) U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA)
2443 EXPCH_SmoothDer Derivative of Smoothed U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA)
2444 EXPCH_Log Log of U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA)
2445 EXPCH_mva365 U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) 365 Day MA
2446 EXPCH_mva200 U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) 200 Day MA
2447 EXPCH_mva050 U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) 50 Day MA
2451 IMPMX_Smooth Savitsky-Golay Smoothed (p=3, n=365) U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA)
2454 IMPMX_Log Log of U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA)
2455 IMPMX_mva365 U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 365 Day MA
2456 IMPMX_mva200 U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 200 Day MA
2457 IMPMX_mva050 U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 50 Day MA
2465 EXPMX_mva365 U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) 365 Day MA
2471 HSN1FNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) New One Family Houses Sold: United States (Monthly, NSA)
2473 HSN1FNSA_SmoothDer Derivative of Smoothed New One Family Houses Sold: United States (Monthly, NSA)
2484 HNFSUSNSA_Log Log of New One Family Houses for Sale in the United States (Monthly, NSA)
2485 HNFSUSNSA_mva365 New One Family Houses for Sale in the United States (Monthly, NSA) 365 Day MA
2486 HNFSUSNSA_mva200 New One Family Houses for Sale in the United States (Monthly, NSA) 200 Day MA
2487 HNFSUSNSA_mva050 New One Family Houses for Sale in the United States (Monthly, NSA) 50 Day MA
2494 BUSLOANS_Log Log of Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
2495 BUSLOANS_mva365 Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2496 BUSLOANS_mva200 Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2497 BUSLOANS_mva050 Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2501 TOTCI_Smooth Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
2504 TOTCI_Log Log of Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
2505 TOTCI_mva365 Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2506 TOTCI_mva200 Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2507 TOTCI_mva050 Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2511 BUSLOANSNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
2514 BUSLOANSNSA_Log Log of Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
2515 BUSLOANSNSA_mva365 Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2516 BUSLOANSNSA_mva200 Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2517 BUSLOANSNSA_mva050 Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2524 REALLNNSA_Log Log of Real Estate Loans, All Commercial Banks (Monthly, NSA)
2525 REALLNNSA_mva365 Real Estate Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2526 REALLNNSA_mva200 Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2527 REALLNNSA_mva050 Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2531 REALLN_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Monthly, SA)
2534 REALLN_Log Log of Real Estate Loans, All Commercial Banks (Monthly, SA)
2535 REALLN_mva365 Real Estate Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2536 REALLN_mva200 Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2537 REALLN_mva050 Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2541 RELACBW027NBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, NSA)
2544 RELACBW027NBOG_Log Log of Real Estate Loans, All Commercial Banks (Weekly, NSA)
2545 RELACBW027NBOG_mva365 Real Estate Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2546 RELACBW027NBOG_mva200 Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2547 RELACBW027NBOG_mva050 Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2551 RELACBW027SBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, SA)
2554 RELACBW027SBOG_Log Log of Real Estate Loans, All Commercial Banks (Weekly, SA)
2555 RELACBW027SBOG_mva365 Real Estate Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2556 RELACBW027SBOG_mva200 Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2557 RELACBW027SBOG_mva050 Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2564 RREACBM027NBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
2565 RREACBM027NBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2566 RREACBM027NBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2567 RREACBM027NBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2574 RREACBM027SBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
2575 RREACBM027SBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2576 RREACBM027SBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2577 RREACBM027SBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2581 RREACBW027SBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2584 RREACBW027SBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
2585 RREACBW027SBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2586 RREACBW027SBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2587 RREACBW027SBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2588 RREACBW027NBOG_YoY Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) Year over Year
2589 RREACBW027NBOG_YoY4 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 4 Year over 4 Year
2594 RREACBW027NBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
2595 RREACBW027NBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2596 RREACBW027NBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2597 RREACBW027NBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2601 MORTGAGE30US_Smooth Savitsky-Golay Smoothed (p=3, n=365) 30-Year Fixed Rate Mortgage Average in the United States
2605 MORTGAGE30US_mva365 30-Year Fixed Rate Mortgage Average in the United States 365 Day MA
2606 MORTGAGE30US_mva200 30-Year Fixed Rate Mortgage Average in the United States 200 Day MA
2614 CONSUMERNSA_Log Log of Consumer Loans, All Commercial Banks
2615 CONSUMERNSA_mva365 Consumer Loans, All Commercial Banks 365 Day MA
2616 CONSUMERNSA_mva200 Consumer Loans, All Commercial Banks 200 Day MA
2617 CONSUMERNSA_mva050 Consumer Loans, All Commercial Banks 50 Day MA
2621 TOTLLNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Loans and Leases in Bank Credit, All Commercial Banks
2624 TOTLLNSA_Log Log of Loans and Leases in Bank Credit, All Commercial Banks
2625 TOTLLNSA_mva365 Loans and Leases in Bank Credit, All Commercial Banks 365 Day MA
2626 TOTLLNSA_mva200 Loans and Leases in Bank Credit, All Commercial Banks 200 Day MA
2627 TOTLLNSA_mva050 Loans and Leases in Bank Credit, All Commercial Banks 50 Day MA
2644 DRCLACBS_Log Log of Delinquency Rate on Consumer Loans, All Commercial Banks, SA
2645 DRCLACBS_mva365 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 365 Day MA
2646 DRCLACBS_mva200 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 200 Day MA
2647 DRCLACBS_mva050 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 50 Day MA
2651 TOTCINSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA)
2655 TOTCINSA_mva365 Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2656 TOTCINSA_mva200 Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2657 TOTCINSA_mva050 Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2659 SRPSABSNNCB_YoY4 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 4 Year over 4 Year
2660 SRPSABSNNCB_YoY5 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 5 Year over 5 Year
2663 SRPSABSNNCB_SmoothDer Derivative of Smoothed Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
2664 SRPSABSNNCB_Log Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
2674 ASTLL_Log Log of All sectors; total loans; liability, Level (NSA)
2675 ASTLL_mva365 All sectors; total loans; liability, Level (NSA) 365 Day MA
2676 ASTLL_mva200 All sectors; total loans; liability, Level (NSA) 200 Day MA
2677 ASTLL_mva050 All sectors; total loans; liability, Level (NSA) 50 Day MA
2684 FBDILNECA_Log Log of Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
2685 FBDILNECA_mva365 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 365 Day MA
2686 FBDILNECA_mva200 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 200 Day MA
2687 FBDILNECA_mva050 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 50 Day MA
2694 ASOLAL_Log Log of All sectors; other loans and advances; liability, Level (NSA)
2695 ASOLAL_mva365 All sectors; other loans and advances; liability, Level (NSA) 365 Day MA
2696 ASOLAL_mva200 All sectors; other loans and advances; liability, Level (NSA) 200 Day MA
2697 ASOLAL_mva050 All sectors; other loans and advances; liability, Level (NSA) 50 Day MA
2704 ASTMA_Log Log of All sectors; total mortgages; asset, Level (NSA)
2705 ASTMA_mva365 All sectors; total mortgages; asset, Level (NSA) 365 Day MA
2706 ASTMA_mva200 All sectors; total mortgages; asset, Level (NSA) 200 Day MA
2707 ASTMA_mva050 All sectors; total mortgages; asset, Level (NSA) 50 Day MA
2714 ASHMA_Log Log of All sectors; home mortgages; asset, Level (NSA)
2715 ASHMA_mva365 All sectors; home mortgages; asset, Level (NSA) 365 Day MA
2716 ASHMA_mva200 All sectors; home mortgages; asset, Level (NSA) 200 Day MA
2717 ASHMA_mva050 All sectors; home mortgages; asset, Level (NSA) 50 Day MA
2724 ASMRMA_Log Log of All sectors; multifamily residential mortgages; asset, Level (NSA)
2725 ASMRMA_mva365 All sectors; multifamily residential mortgages; asset, Level (NSA) 365 Day MA
2726 ASMRMA_mva200 All sectors; multifamily residential mortgages; asset, Level (NSA) 200 Day MA
2727 ASMRMA_mva050 All sectors; multifamily residential mortgages; asset, Level (NSA) 50 Day MA
2734 ASCMA_Log Log of All sectors; commercial mortgages; asset, Level (NSA)
2735 ASCMA_mva365 All sectors; commercial mortgages; asset, Level (NSA) 365 Day MA
2736 ASCMA_mva200 All sectors; commercial mortgages; asset, Level (NSA) 200 Day MA
2737 ASCMA_mva050 All sectors; commercial mortgages; asset, Level (NSA) 50 Day MA
2744 ASFMA_Log Log of All sectors; farm mortgages; asset, Level (NSA)
2745 ASFMA_mva365 All sectors; farm mortgages; asset, Level (NSA) 365 Day MA
2746 ASFMA_mva200 All sectors; farm mortgages; asset, Level (NSA) 200 Day MA
2747 ASFMA_mva050 All sectors; farm mortgages; asset, Level (NSA) 50 Day MA
2754 CCLBSHNO_Log Log of Households and nonprofit organizations; consumer credit; liability, Level (NSA)
2755 CCLBSHNO_mva365 Households and nonprofit organizations; consumer credit; liability, Level (NSA) 365 Day MA
2756 CCLBSHNO_mva200 Households and nonprofit organizations; consumer credit; liability, Level (NSA) 200 Day MA
2757 CCLBSHNO_mva050 Households and nonprofit organizations; consumer credit; liability, Level (NSA) 50 Day MA
2764 FBDSILQ027S_Log Log of Domestic financial sectors debt securities; liability, Level (NSA)
2765 FBDSILQ027S_mva365 Domestic financial sectors debt securities; liability, Level (NSA) 365 Day MA
2766 FBDSILQ027S_mva200 Domestic financial sectors debt securities; liability, Level (NSA) 200 Day MA
2767 FBDSILQ027S_mva050 Domestic financial sectors debt securities; liability, Level (NSA) 50 Day MA
2769 FBLL_YoY4 Domestic financial sectors loans; liability, Level (NSA) 4 Year over 4 Year
2770 FBLL_YoY5 Domestic financial sectors loans; liability, Level (NSA) 5 Year over 5 Year
2774 FBLL_Log Log of Domestic financial sectors loans; liability, Level (NSA)
2775 FBLL_mva365 Domestic financial sectors loans; liability, Level (NSA) 365 Day MA
2776 FBLL_mva200 Domestic financial sectors loans; liability, Level (NSA) 200 Day MA
2777 FBLL_mva050 Domestic financial sectors loans; liability, Level (NSA) 50 Day MA
2783 NCBDBIQ027S_SmoothDer Derivative of Smoothed Nonfinancial corporate business; debt securities; liability, Level
2784 NCBDBIQ027S_Log Log of Nonfinancial corporate business; debt securities; liability, Level
2787 NCBDBIQ027S_mva050 Nonfinancial corporate business; debt securities; liability, Level 50 Day MA
2791 DGS10_Smooth Savitsky-Golay Smoothed (p=3, n=365) 10-Year Treasury Constant Maturity Rate
2795 DGS10_mva365 10-Year Treasury Constant Maturity Rate 365 Day MA
2796 DGS10_mva200 10-Year Treasury Constant Maturity Rate 200 Day MA
2801 TNX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2805 TNX.Open_mva365 365 Day MA
2806 TNX.Open_mva200 200 Day MA
2811 TNX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2815 TNX.High_mva365 365 Day MA
2816 TNX.High_mva200 200 Day MA
2821 TNX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2825 TNX.Low_mva365 365 Day MA
2826 TNX.Low_mva200 200 Day MA
2831 TNX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2835 TNX.Close_mva365 365 Day MA
2836 TNX.Close_mva200 200 Day MA
2838 TNX.Volume_YoY Year over Year
2839 TNX.Volume_YoY4 4 Year over 4 Year
2840 TNX.Volume_YoY5 5 Year over 5 Year
2841 TNX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2842 TNX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2843 TNX.Volume_SmoothDer Derivative of Smoothed
2844 TNX.Volume_Log Log of
2845 TNX.Volume_mva365 365 Day MA
2846 TNX.Volume_mva200 200 Day MA
2847 TNX.Volume_mva050 50 Day MA
2851 TNX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2855 TNX.Adjusted_mva365 365 Day MA
2856 TNX.Adjusted_mva200 200 Day MA
2859 CLF.Open_YoY4 4 Year over 4 Year
2864 CLF.Open_Log Log of
2865 CLF.Open_mva365 365 Day MA
2869 CLF.High_YoY4 4 Year over 4 Year
2875 CLF.High_mva365 365 Day MA
2879 CLF.Low_YoY4 4 Year over 4 Year
2884 CLF.Low_Log Log of
2885 CLF.Low_mva365 365 Day MA
2889 CLF.Close_YoY4 4 Year over 4 Year
2894 CLF.Close_Log Log of
2895 CLF.Close_mva365 365 Day MA
2901 CLF.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2903 CLF.Volume_SmoothDer Derivative of Smoothed
2904 CLF.Volume_Log Log of
2909 CLF.Adjusted_YoY4 4 Year over 4 Year
2914 CLF.Adjusted_Log Log of
2915 CLF.Adjusted_mva365 365 Day MA
2921 DGS30_Smooth Savitsky-Golay Smoothed (p=3, n=365) 10-Year Treasury Constant Maturity Rate
2925 DGS30_mva365 10-Year Treasury Constant Maturity Rate 365 Day MA
2926 DGS30_mva200 10-Year Treasury Constant Maturity Rate 200 Day MA
2931 DGS1_Smooth Savitsky-Golay Smoothed (p=3, n=365) 1-Year Treasury Constant Maturity Rate
2935 DGS1_mva365 1-Year Treasury Constant Maturity Rate 365 Day MA
2936 DGS1_mva200 1-Year Treasury Constant Maturity Rate 200 Day MA
2941 DGS2_Smooth Savitsky-Golay Smoothed (p=3, n=365) 2-Year Treasury Constant Maturity Rate
2945 DGS2_mva365 2-Year Treasury Constant Maturity Rate 365 Day MA
2946 DGS2_mva200 2-Year Treasury Constant Maturity Rate 200 Day MA
2951 TB3MS_Smooth Savitsky-Golay Smoothed (p=3, n=365) 3-Month Treasury Bill: Secondary Market Rate (Monthly)
2954 TB3MS_Log Log of 3-Month Treasury Bill: Secondary Market Rate (Monthly)
2955 TB3MS_mva365 3-Month Treasury Bill: Secondary Market Rate (Monthly) 365 Day MA
2956 TB3MS_mva200 3-Month Treasury Bill: Secondary Market Rate (Monthly) 200 Day MA
2957 TB3MS_mva050 3-Month Treasury Bill: Secondary Market Rate (Monthly) 50 Day MA
2961 DTB3_Smooth Savitsky-Golay Smoothed (p=3, n=365) 3-Month Treasury Bill: Secondary Market Rate (Daily)
2962 DTB3_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) 3-Month Treasury Bill: Secondary Market Rate (Daily)
2963 DTB3_SmoothDer Derivative of Smoothed 3-Month Treasury Bill: Secondary Market Rate (Daily)
2964 DTB3_Log Log of 3-Month Treasury Bill: Secondary Market Rate (Daily)
2965 DTB3_mva365 3-Month Treasury Bill: Secondary Market Rate (Daily) 365 Day MA
2966 DTB3_mva200 3-Month Treasury Bill: Secondary Market Rate (Daily) 200 Day MA
2967 DTB3_mva050 3-Month Treasury Bill: Secondary Market Rate (Daily) 50 Day MA
2971 IRX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2973 IRX.Open_SmoothDer Derivative of Smoothed
2974 IRX.Open_Log Log of
2975 IRX.Open_mva365 365 Day MA
2976 IRX.Open_mva200 200 Day MA
2977 IRX.Open_mva050 50 Day MA
2981 IRX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2983 IRX.High_SmoothDer Derivative of Smoothed
2984 IRX.High_Log Log of
2985 IRX.High_mva365 365 Day MA
2986 IRX.High_mva200 200 Day MA
2987 IRX.High_mva050 50 Day MA
2991 IRX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2993 IRX.Low_SmoothDer Derivative of Smoothed
2994 IRX.Low_Log Log of
2995 IRX.Low_mva365 365 Day MA
2996 IRX.Low_mva200 200 Day MA
2997 IRX.Low_mva050 50 Day MA
3001 IRX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3003 IRX.Close_SmoothDer Derivative of Smoothed
3004 IRX.Close_Log Log of
3005 IRX.Close_mva365 365 Day MA
3006 IRX.Close_mva200 200 Day MA
3007 IRX.Close_mva050 50 Day MA
3008 IRX.Volume_YoY Year over Year
3009 IRX.Volume_YoY4 4 Year over 4 Year
3010 IRX.Volume_YoY5 5 Year over 5 Year
3011 IRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3012 IRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3013 IRX.Volume_SmoothDer Derivative of Smoothed
3014 IRX.Volume_Log Log of
3015 IRX.Volume_mva365 365 Day MA
3016 IRX.Volume_mva200 200 Day MA
3017 IRX.Volume_mva050 50 Day MA
3021 IRX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3023 IRX.Adjusted_SmoothDer Derivative of Smoothed
3024 IRX.Adjusted_Log Log of
3025 IRX.Adjusted_mva365 365 Day MA
3026 IRX.Adjusted_mva200 200 Day MA
3027 IRX.Adjusted_mva050 50 Day MA
3029 DCOILWTICO_YoY4 Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma 4 Year over 4 Year
3034 DCOILWTICO_Log Log of Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma
3035 DCOILWTICO_mva365 Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma 365 Day MA
3045 DCOILBRENTEU_mva365 Crude Oil Prices: Brent - Europe 365 Day MA
3055 NEWORDER_mva365 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 365 Day MA
3056 NEWORDER_mva200 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 200 Day MA
3057 NEWORDER_mva050 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 50 Day MA
3063 ALTSALES_SmoothDer Derivative of Smoothed Light Weight Vehicle Sales: Autos and Light Trucks
3066 ALTSALES_mva200 Light Weight Vehicle Sales: Autos and Light Trucks 200 Day MA
3083 GSPC.Open_SmoothDer Derivative of Smoothed
3093 GSPC.High_SmoothDer Derivative of Smoothed
3099 GSPC.Low_YoY4 4 Year over 4 Year
3103 GSPC.Low_SmoothDer Derivative of Smoothed
3109 GSPC.Close_YoY4 4 Year over 4 Year
3113 GSPC.Close_SmoothDer Derivative of Smoothed
3121 GSPC.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3123 GSPC.Volume_SmoothDer Derivative of Smoothed
3129 GSPC.Adjusted_YoY4 4 Year over 4 Year
3133 GSPC.Adjusted_SmoothDer Derivative of Smoothed
3139 FXAIX.Open_YoY4 4 Year over 4 Year
3143 FXAIX.Open_SmoothDer Derivative of Smoothed
3149 FXAIX.High_YoY4 4 Year over 4 Year
3153 FXAIX.High_SmoothDer Derivative of Smoothed
3159 FXAIX.Low_YoY4 4 Year over 4 Year
3163 FXAIX.Low_SmoothDer Derivative of Smoothed
3169 FXAIX.Close_YoY4 4 Year over 4 Year
3173 FXAIX.Close_SmoothDer Derivative of Smoothed
3178 FXAIX.Volume_YoY Year over Year
3179 FXAIX.Volume_YoY4 4 Year over 4 Year
3180 FXAIX.Volume_YoY5 5 Year over 5 Year
3181 FXAIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3182 FXAIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3183 FXAIX.Volume_SmoothDer Derivative of Smoothed
3184 FXAIX.Volume_Log Log of
3185 FXAIX.Volume_mva365 365 Day MA
3186 FXAIX.Volume_mva200 200 Day MA
3187 FXAIX.Volume_mva050 50 Day MA
3189 FXAIX.Adjusted_YoY4 4 Year over 4 Year
3193 FXAIX.Adjusted_SmoothDer Derivative of Smoothed
3201 FTIHX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3203 FTIHX.Open_SmoothDer Derivative of Smoothed
3211 FTIHX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3213 FTIHX.High_SmoothDer Derivative of Smoothed
3221 FTIHX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3223 FTIHX.Low_SmoothDer Derivative of Smoothed
3231 FTIHX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3233 FTIHX.Close_SmoothDer Derivative of Smoothed
3238 FTIHX.Volume_YoY Year over Year
3239 FTIHX.Volume_YoY4 4 Year over 4 Year
3240 FTIHX.Volume_YoY5 5 Year over 5 Year
3241 FTIHX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3242 FTIHX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3243 FTIHX.Volume_SmoothDer Derivative of Smoothed
3244 FTIHX.Volume_Log Log of
3245 FTIHX.Volume_mva365 365 Day MA
3246 FTIHX.Volume_mva200 200 Day MA
3247 FTIHX.Volume_mva050 50 Day MA
3251 FTIHX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3253 FTIHX.Adjusted_SmoothDer Derivative of Smoothed
3261 MDIZX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3263 MDIZX.Open_SmoothDer Derivative of Smoothed
3271 MDIZX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3273 MDIZX.High_SmoothDer Derivative of Smoothed
3281 MDIZX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3283 MDIZX.Low_SmoothDer Derivative of Smoothed
3291 MDIZX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3293 MDIZX.Close_SmoothDer Derivative of Smoothed
3298 MDIZX.Volume_YoY Year over Year
3299 MDIZX.Volume_YoY4 4 Year over 4 Year
3300 MDIZX.Volume_YoY5 5 Year over 5 Year
3301 MDIZX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3302 MDIZX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3303 MDIZX.Volume_SmoothDer Derivative of Smoothed
3304 MDIZX.Volume_Log Log of
3305 MDIZX.Volume_mva365 365 Day MA
3306 MDIZX.Volume_mva200 200 Day MA
3307 MDIZX.Volume_mva050 50 Day MA
3311 MDIZX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3313 MDIZX.Adjusted_SmoothDer Derivative of Smoothed
3323 DODIX.Open_SmoothDer Derivative of Smoothed
3333 DODIX.High_SmoothDer Derivative of Smoothed
3343 DODIX.Low_SmoothDer Derivative of Smoothed
3353 DODIX.Close_SmoothDer Derivative of Smoothed
3358 DODIX.Volume_YoY Year over Year
3359 DODIX.Volume_YoY4 4 Year over 4 Year
3360 DODIX.Volume_YoY5 5 Year over 5 Year
3361 DODIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3362 DODIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3363 DODIX.Volume_SmoothDer Derivative of Smoothed
3364 DODIX.Volume_Log Log of
3365 DODIX.Volume_mva365 365 Day MA
3366 DODIX.Volume_mva200 200 Day MA
3367 DODIX.Volume_mva050 50 Day MA
3373 DODIX.Adjusted_SmoothDer Derivative of Smoothed
3383 RLG.Open_SmoothDer Derivative of Smoothed
3393 RLG.High_SmoothDer Derivative of Smoothed
3399 RLG.Low_YoY4 4 Year over 4 Year
3403 RLG.Low_SmoothDer Derivative of Smoothed
3409 RLG.Close_YoY4 4 Year over 4 Year
3413 RLG.Close_SmoothDer Derivative of Smoothed
3418 RLG.Volume_YoY Year over Year
3419 RLG.Volume_YoY4 4 Year over 4 Year
3420 RLG.Volume_YoY5 5 Year over 5 Year
3421 RLG.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3422 RLG.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3423 RLG.Volume_SmoothDer Derivative of Smoothed
3424 RLG.Volume_Log Log of
3425 RLG.Volume_mva365 365 Day MA
3426 RLG.Volume_mva200 200 Day MA
3427 RLG.Volume_mva050 50 Day MA
3429 RLG.Adjusted_YoY4 4 Year over 4 Year
3433 RLG.Adjusted_SmoothDer Derivative of Smoothed
3439 DJI.Open_YoY4 4 Year over 4 Year
3441 DJI.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3443 DJI.Open_SmoothDer Derivative of Smoothed
3451 DJI.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3453 DJI.High_SmoothDer Derivative of Smoothed
3457 DJI.High_mva050 50 Day MA
3459 DJI.Low_YoY4 4 Year over 4 Year
3461 DJI.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3463 DJI.Low_SmoothDer Derivative of Smoothed
3467 DJI.Low_mva050 50 Day MA
3469 DJI.Close_YoY4 4 Year over 4 Year
3471 DJI.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3473 DJI.Close_SmoothDer Derivative of Smoothed
3477 DJI.Close_mva050 50 Day MA
3481 DJI.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3483 DJI.Volume_SmoothDer Derivative of Smoothed
3489 DJI.Adjusted_YoY4 4 Year over 4 Year
3491 DJI.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3493 DJI.Adjusted_SmoothDer Derivative of Smoothed
3497 DJI.Adjusted_mva050 50 Day MA
3501 STOXX50E.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3503 STOXX50E.Open_SmoothDer Derivative of Smoothed
3507 STOXX50E.Open_mva050 50 Day MA
3511 STOXX50E.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3513 STOXX50E.High_SmoothDer Derivative of Smoothed
3517 STOXX50E.High_mva050 50 Day MA
3521 STOXX50E.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3523 STOXX50E.Low_SmoothDer Derivative of Smoothed
3527 STOXX50E.Low_mva050 50 Day MA
3531 STOXX50E.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3533 STOXX50E.Close_SmoothDer Derivative of Smoothed
3537 STOXX50E.Close_mva050 50 Day MA
3541 STOXX50E.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3543 STOXX50E.Volume_SmoothDer Derivative of Smoothed
3544 STOXX50E.Volume_Log Log of
3551 STOXX50E.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3553 STOXX50E.Adjusted_SmoothDer Derivative of Smoothed
3557 STOXX50E.Adjusted_mva050 50 Day MA
3561 EFA.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3563 EFA.Open_SmoothDer Derivative of Smoothed
3571 EFA.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3573 EFA.High_SmoothDer Derivative of Smoothed
3579 EFA.Low_YoY4 4 Year over 4 Year
3581 EFA.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3583 EFA.Low_SmoothDer Derivative of Smoothed
3589 EFA.Close_YoY4 4 Year over 4 Year
3591 EFA.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3593 EFA.Close_SmoothDer Derivative of Smoothed
3601 EFA.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3603 EFA.Volume_SmoothDer Derivative of Smoothed
3609 EFA.Adjusted_YoY4 4 Year over 4 Year
3611 EFA.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3613 EFA.Adjusted_SmoothDer Derivative of Smoothed
3624 GDP_Log Log of Gross Domestic Product
3625 GDP_mva365 Gross Domestic Product 365 Day MA
3626 GDP_mva200 Gross Domestic Product 200 Day MA
3627 GDP_mva050 Gross Domestic Product 50 Day MA
3633 FNDEFX_SmoothDer Derivative of Smoothed Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3634 FNDEFX_Log Log of Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3635 FNDEFX_mva365 Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 365 Day MA
3636 FNDEFX_mva200 Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 200 Day MA
3637 FNDEFX_mva050 Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 50 Day MA
3638 FDEFX_YoY Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) Year over Year
3644 FDEFX_Log Log of Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3645 FDEFX_mva365 Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 365 Day MA
3646 FDEFX_mva200 Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 200 Day MA
3647 FDEFX_mva050 Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 50 Day MA
3650 GDPNOW_YoY5 Fed Atlanta GDPNow 5 Year over 5 Year
3654 GDPNOW_Log Log of Fed Atlanta GDPNow
3656 GDPNOW_mva200 Fed Atlanta GDPNow 200 Day MA
3664 GDPC1_Log Log of Real Gross Domestic Product
3665 GDPC1_mva365 Real Gross Domestic Product 365 Day MA
3666 GDPC1_mva200 Real Gross Domestic Product 200 Day MA
3667 GDPC1_mva050 Real Gross Domestic Product 50 Day MA
3674 GDPDEF_Log Log of Gross Domestic Product: Implicit Price Deflator
3675 GDPDEF_mva365 Gross Domestic Product: Implicit Price Deflator 365 Day MA
3676 GDPDEF_mva200 Gross Domestic Product: Implicit Price Deflator 200 Day MA
3677 GDPDEF_mva050 Gross Domestic Product: Implicit Price Deflator 50 Day MA
3681 VIG.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3683 VIG.Open_SmoothDer Derivative of Smoothed
3687 VIG.Open_mva050 50 Day MA
3691 VIG.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3693 VIG.High_SmoothDer Derivative of Smoothed
3697 VIG.High_mva050 50 Day MA
3701 VIG.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3703 VIG.Low_SmoothDer Derivative of Smoothed
3707 VIG.Low_mva050 50 Day MA
3709 VIG.Close_YoY4 4 Year over 4 Year
3711 VIG.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3713 VIG.Close_SmoothDer Derivative of Smoothed
3717 VIG.Close_mva050 50 Day MA
3721 VIG.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3722 VIG.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3723 VIG.Volume_SmoothDer Derivative of Smoothed
3729 VIG.Adjusted_YoY4 4 Year over 4 Year
3731 VIG.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3733 VIG.Adjusted_SmoothDer Derivative of Smoothed
3737 VIG.Adjusted_mva050 50 Day MA
3745 WLRRAL_mva365 Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) 365 Day MA
3746 WLRRAL_mva200 Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) 200 Day MA
3748 FEDFUNDS_YoY Effective Federal Funds Rate Year over Year
3751 FEDFUNDS_Smooth Savitsky-Golay Smoothed (p=3, n=365) Effective Federal Funds Rate
3754 FEDFUNDS_Log Log of Effective Federal Funds Rate
3755 FEDFUNDS_mva365 Effective Federal Funds Rate 365 Day MA
3756 FEDFUNDS_mva200 Effective Federal Funds Rate 200 Day MA
3757 FEDFUNDS_mva050 Effective Federal Funds Rate 50 Day MA
3763 GPDI_SmoothDer Derivative of Smoothed Gross Private Domestic Investment
3773 W790RC1Q027SBEA_SmoothDer Derivative of Smoothed Net domestic investment: Private: Domestic busines
3774 W790RC1Q027SBEA_Log Log of Net domestic investment: Private: Domestic busines
3778 MZMV_YoY Velocity of MZM Money Stock Year over Year
3784 MZMV_Log Log of Velocity of MZM Money Stock
3785 MZMV_mva365 Velocity of MZM Money Stock 365 Day MA
3786 MZMV_mva200 Velocity of MZM Money Stock 200 Day MA
3787 MZMV_mva050 Velocity of MZM Money Stock 50 Day MA
3788 M1_YoY M1 Money Stock Year over Year
3794 M1_Log Log of M1 Money Stock
3795 M1_mva365 M1 Money Stock 365 Day MA
3796 M1_mva200 M1 Money Stock 200 Day MA
3797 M1_mva050 M1 Money Stock 50 Day MA
3798 M2_YoY M2 Money Stock Year over Year
3804 M2_Log Log of M2 Money Stock
3805 M2_mva365 M2 Money Stock 365 Day MA
3806 M2_mva200 M2 Money Stock 200 Day MA
3807 M2_mva050 M2 Money Stock 50 Day MA
3808 OPHNFB_YoY Nonfarm Business Sector: Real Output Per Hour of All Persons Year over Year
3813 OPHNFB_SmoothDer Derivative of Smoothed Nonfarm Business Sector: Real Output Per Hour of All Persons
3814 OPHNFB_Log Log of Nonfarm Business Sector: Real Output Per Hour of All Persons
3817 OPHNFB_mva050 Nonfarm Business Sector: Real Output Per Hour of All Persons 50 Day MA
3819 IPMAN_YoY4 Industrial Production: Manufacturing (NAICS) 4 Year over 4 Year
3821 IPMAN_Smooth Savitsky-Golay Smoothed (p=3, n=365) Industrial Production: Manufacturing (NAICS)
3825 IPMAN_mva365 Industrial Production: Manufacturing (NAICS) 365 Day MA
3831 IWD.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3833 IWD.Open_SmoothDer Derivative of Smoothed
3841 IWD.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3843 IWD.High_SmoothDer Derivative of Smoothed
3849 IWD.Low_YoY4 4 Year over 4 Year
3851 IWD.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3853 IWD.Low_SmoothDer Derivative of Smoothed
3859 IWD.Close_YoY4 4 Year over 4 Year
3861 IWD.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3863 IWD.Close_SmoothDer Derivative of Smoothed
3871 IWD.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3873 IWD.Volume_SmoothDer Derivative of Smoothed
3879 IWD.Adjusted_YoY4 4 Year over 4 Year
3881 IWD.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3883 IWD.Adjusted_SmoothDer Derivative of Smoothed
3887 IWD.Adjusted_mva050 50 Day MA
3889 GS5_YoY4 5-Year Treasury Constant Maturity Rate 4 Year over 4 Year
3891 GS5_Smooth Savitsky-Golay Smoothed (p=3, n=365) 5-Year Treasury Constant Maturity Rate
3895 GS5_mva365 5-Year Treasury Constant Maturity Rate 365 Day MA
3896 GS5_mva200 5-Year Treasury Constant Maturity Rate 200 Day MA
3898 PSAVERT_YoY Personal Saving Rate Year over Year
3903 PSAVERT_SmoothDer Derivative of Smoothed Personal Saving Rate
3960 VXX.Volume_YoY5 5 Year over 5 Year
3961 VXX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3963 VXX.Volume_SmoothDer Derivative of Smoothed
3964 VXX.Volume_Log Log of
3967 VXX.Volume_mva050 50 Day MA
3983 HOUST1F_SmoothDer Derivative of Smoothed Privately Owned Housing Starts: 1-Unit Structures
3994 GFDEBTN_Log Log of Federal Debt: Total Public Debt
3995 GFDEBTN_mva365 Federal Debt: Total Public Debt 365 Day MA
3996 GFDEBTN_mva200 Federal Debt: Total Public Debt 200 Day MA
3997 GFDEBTN_mva050 Federal Debt: Total Public Debt 50 Day MA
4003 HOUST_SmoothDer Derivative of Smoothed Housing Starts: Total: New Privately Owned Housing Units Started
4013 EXHOSLUSM495S_SmoothDer Derivative of Smoothed Existing Home Sales
4019 MSPUS_YoY4 Median Sales Price of Houses Sold for the United States (NSA) 4 Year over 4 Year
4024 MSPUS_Log Log of Median Sales Price of Houses Sold for the United States (NSA)
4025 MSPUS_mva365 Median Sales Price of Houses Sold for the United States (NSA) 365 Day MA
4026 MSPUS_mva200 Median Sales Price of Houses Sold for the United States (NSA) 200 Day MA
4027 MSPUS_mva050 Median Sales Price of Houses Sold for the United States (NSA) 50 Day MA
4029 UMDMNO_YoY4 Manufacturers’ New Orders: Durable Goods (NSA) 4 Year over 4 Year
4035 UMDMNO_mva365 Manufacturers’ New Orders: Durable Goods (NSA) 365 Day MA
4044 DGORDER_Log Log of Manufacturers’ New Orders: Durable Goods (SA)
4045 DGORDER_mva365 Manufacturers’ New Orders: Durable Goods (SA) 365 Day MA
4046 DGORDER_mva200 Manufacturers’ New Orders: Durable Goods (SA) 200 Day MA
4047 DGORDER_mva050 Manufacturers’ New Orders: Durable Goods (SA) 50 Day MA
4055 CSUSHPINSA_mva365 S&P/Case-Shiller U.S. National Home Price Index (NSA) 365 Day MA
4063 GFDEGDQ188S_SmoothDer Derivative of Smoothed Federal Debt: Total Public Debt as Percent of Gross Domestic Product
4074 FYFSD_Log Log of Federal Surplus or Deficit
4075 FYFSD_mva365 Federal Surplus or Deficit 365 Day MA
4076 FYFSD_mva200 Federal Surplus or Deficit 200 Day MA
4077 FYFSD_mva050 Federal Surplus or Deficit 50 Day MA
4078 FYFSGDA188S_YoY Federal Surplus or Deficit [-] as Percent of Gross Domestic Product Year over Year
4084 FYFSGDA188S_Log Log of Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
4085 FYFSGDA188S_mva365 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 365 Day MA
4086 FYFSGDA188S_mva200 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 200 Day MA
4087 FYFSGDA188S_mva050 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 50 Day MA
4091 GDX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4093 GDX.Open_SmoothDer Derivative of Smoothed
4101 GDX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4103 GDX.High_SmoothDer Derivative of Smoothed
4111 GDX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4113 GDX.Low_SmoothDer Derivative of Smoothed
4121 GDX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4123 GDX.Close_SmoothDer Derivative of Smoothed
4131 GDX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4133 GDX.Volume_SmoothDer Derivative of Smoothed
4136 GDX.Volume_mva200 200 Day MA
4137 GDX.Volume_mva050 50 Day MA
4141 GDX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4143 GDX.Adjusted_SmoothDer Derivative of Smoothed
4149 XLE.Open_YoY4 4 Year over 4 Year
4151 XLE.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4155 XLE.Open_mva365 365 Day MA
4159 XLE.High_YoY4 4 Year over 4 Year
4161 XLE.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4165 XLE.High_mva365 365 Day MA
4169 XLE.Low_YoY4 4 Year over 4 Year
4171 XLE.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4175 XLE.Low_mva365 365 Day MA
4179 XLE.Close_YoY4 4 Year over 4 Year
4181 XLE.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4185 XLE.Close_mva365 365 Day MA
4193 XLE.Volume_SmoothDer Derivative of Smoothed
4199 XLE.Adjusted_YoY4 4 Year over 4 Year
4201 XLE.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4205 XLE.Adjusted_mva365 365 Day MA
4209 GSG.Open_YoY4 4 Year over 4 Year
4215 GSG.Open_mva365 365 Day MA
4219 GSG.High_YoY4 4 Year over 4 Year
4225 GSG.High_mva365 365 Day MA
4229 GSG.Low_YoY4 4 Year over 4 Year
4235 GSG.Low_mva365 365 Day MA
4239 GSG.Close_YoY4 4 Year over 4 Year
4245 GSG.Close_mva365 365 Day MA
4251 GSG.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4253 GSG.Volume_SmoothDer Derivative of Smoothed
4259 GSG.Adjusted_YoY4 4 Year over 4 Year
4265 GSG.Adjusted_mva365 365 Day MA
4269 WALCL_YoY4 All Federal Reserve Banks: Total Assets 4 Year over 4 Year
4279 OUTMS_YoY4 Manufacturing Sector: Real Output 4 Year over 4 Year
4281 OUTMS_Smooth Savitsky-Golay Smoothed (p=3, n=365) Manufacturing Sector: Real Output
4284 OUTMS_Log Log of Manufacturing Sector: Real Output
4285 OUTMS_mva365 Manufacturing Sector: Real Output 365 Day MA
4286 OUTMS_mva200 Manufacturing Sector: Real Output 200 Day MA
4287 OUTMS_mva050 Manufacturing Sector: Real Output 50 Day MA
4291 MANEMP_Smooth Savitsky-Golay Smoothed (p=3, n=365) All Employees: Manufacturing
4294 MANEMP_Log Log of All Employees: Manufacturing
4295 MANEMP_mva365 All Employees: Manufacturing 365 Day MA
4296 MANEMP_mva200 All Employees: Manufacturing 200 Day MA
4297 MANEMP_mva050 All Employees: Manufacturing 50 Day MA
4298 PRS30006163_YoY Manufacturing Sector: Real Output Per Person Year over Year
4299 PRS30006163_YoY4 Manufacturing Sector: Real Output Per Person 4 Year over 4 Year
4303 PRS30006163_SmoothDer Derivative of Smoothed Manufacturing Sector: Real Output Per Person
4315 BAMLC0A3CA_mva365 ICE BofAML US Corporate A Option-Adjusted Spread 365 Day MA
4319 AAA_YoY4 Moody’s Seasoned Aaa Corporate Bond Yield 4 Year over 4 Year
4321 AAA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Moody’s Seasoned Aaa Corporate Bond Yield
4325 AAA_mva365 Moody’s Seasoned Aaa Corporate Bond Yield 365 Day MA
4326 AAA_mva200 Moody’s Seasoned Aaa Corporate Bond Yield 200 Day MA
4328 SOFR_YoY Secured Overnight Financing Rate Year over Year
4331 SOFR_Smooth Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate
4333 SOFR_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate
4335 SOFR_mva365 Secured Overnight Financing Rate 365 Day MA
4336 SOFR_mva200 Secured Overnight Financing Rate 200 Day MA
4337 SOFR_mva050 Secured Overnight Financing Rate 50 Day MA
4341 SOFRVOL_Smooth Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Volume
4343 SOFRVOL_SmoothDer Derivative of Smoothed Secured Overnight Financing Volume
4345 SOFRVOL_mva365 Secured Overnight Financing Volume 365 Day MA
4346 SOFRVOL_mva200 Secured Overnight Financing Volume 200 Day MA
4347 SOFRVOL_mva050 Secured Overnight Financing Volume 50 Day MA
4351 SOFR99_Smooth Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 99th Percentile
4353 SOFR99_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 99th Percentile
4355 SOFR99_mva365 Secured Overnight Financing Rate: 99th Percentile 365 Day MA
4356 SOFR99_mva200 Secured Overnight Financing Rate: 99th Percentile 200 Day MA
4357 SOFR99_mva050 Secured Overnight Financing Rate: 99th Percentile 50 Day MA
4361 SOFR75_Smooth Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 75th Percentile
4363 SOFR75_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 75th Percentile
4365 SOFR75_mva365 Secured Overnight Financing Rate: 75th Percentile 365 Day MA
4366 SOFR75_mva200 Secured Overnight Financing Rate: 75th Percentile 200 Day MA
4367 SOFR75_mva050 Secured Overnight Financing Rate: 75th Percentile 50 Day MA
4371 SOFR25_Smooth Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 25th Percentile
4373 SOFR25_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 25th Percentile
4374 SOFR25_Log Log of Secured Overnight Financing Rate: 25th Percentile
4375 SOFR25_mva365 Secured Overnight Financing Rate: 25th Percentile 365 Day MA
4376 SOFR25_mva200 Secured Overnight Financing Rate: 25th Percentile 200 Day MA
4377 SOFR25_mva050 Secured Overnight Financing Rate: 25th Percentile 50 Day MA
4381 SOFR1_Smooth Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 1st Percentile
4383 SOFR1_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 1st Percentile
4384 SOFR1_Log Log of Secured Overnight Financing Rate: 1st Percentile
4385 SOFR1_mva365 Secured Overnight Financing Rate: 1st Percentile 365 Day MA
4386 SOFR1_mva200 Secured Overnight Financing Rate: 1st Percentile 200 Day MA
4387 SOFR1_mva050 Secured Overnight Financing Rate: 1st Percentile 50 Day MA
4388 OBFR_YoY Overnight Bank Funding Rate Year over Year
4391 OBFR_Smooth Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate
4393 OBFR_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate
4394 OBFR_Log Log of Overnight Bank Funding Rate
4395 OBFR_mva365 Overnight Bank Funding Rate 365 Day MA
4396 OBFR_mva200 Overnight Bank Funding Rate 200 Day MA
4397 OBFR_mva050 Overnight Bank Funding Rate 50 Day MA
4401 OBFR99_Smooth Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 99th Percentile
4403 OBFR99_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate: 99th Percentile
4404 OBFR99_Log Log of Overnight Bank Funding Rate: 99th Percentile
4405 OBFR99_mva365 Overnight Bank Funding Rate: 99th Percentile 365 Day MA
4406 OBFR99_mva200 Overnight Bank Funding Rate: 99th Percentile 200 Day MA
4407 OBFR99_mva050 Overnight Bank Funding Rate: 99th Percentile 50 Day MA
4408 OBFR75_YoY Overnight Bank Funding Rate: 75th Percentile Year over Year
4411 OBFR75_Smooth Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 75th Percentile
4413 OBFR75_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate: 75th Percentile
4414 OBFR75_Log Log of Overnight Bank Funding Rate: 75th Percentile
4415 OBFR75_mva365 Overnight Bank Funding Rate: 75th Percentile 365 Day MA
4416 OBFR75_mva200 Overnight Bank Funding Rate: 75th Percentile 200 Day MA
4417 OBFR75_mva050 Overnight Bank Funding Rate: 75th Percentile 50 Day MA
4421 OBFR25_Smooth Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 25th Percentile
4423 OBFR25_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate: 25th Percentile
4424 OBFR25_Log Log of Overnight Bank Funding Rate: 25th Percentile
4425 OBFR25_mva365 Overnight Bank Funding Rate: 25th Percentile 365 Day MA
4426 OBFR25_mva200 Overnight Bank Funding Rate: 25th Percentile 200 Day MA
4427 OBFR25_mva050 Overnight Bank Funding Rate: 25th Percentile 50 Day MA
4431 OBFR1_Smooth Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 1st Percentile
4432 OBFR1_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Overnight Bank Funding Rate: 1st Percentile
4433 OBFR1_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate: 1st Percentile
4435 OBFR1_mva365 Overnight Bank Funding Rate: 1st Percentile 365 Day MA
4436 OBFR1_mva200 Overnight Bank Funding Rate: 1st Percentile 200 Day MA
4437 OBFR1_mva050 Overnight Bank Funding Rate: 1st Percentile 50 Day MA
4441 RPONTSYD_Smooth Savitsky-Golay Smoothed (p=3, n=365) Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4443 RPONTSYD_SmoothDer Derivative of Smoothed Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4444 RPONTSYD_Log Log of Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4445 RPONTSYD_mva365 Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations 365 Day MA
4446 RPONTSYD_mva200 Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations 200 Day MA
4448 IOER_YoY Interest Rate on Excess Reserves Year over Year
4454 IOER_Log Log of Interest Rate on Excess Reserves
4455 IOER_mva365 Interest Rate on Excess Reserves 365 Day MA
4456 IOER_mva200 Interest Rate on Excess Reserves 200 Day MA
4457 IOER_mva050 Interest Rate on Excess Reserves 50 Day MA
4459 WRESBAL_YoY4 Reserve Balances with Federal Reserve Banks 4 Year over 4 Year
4463 WRESBAL_SmoothDer Derivative of Smoothed Reserve Balances with Federal Reserve Banks
4468 EXCSRESNW_YoY Excess Reserves of Depository Institutions Year over Year
4469 EXCSRESNW_YoY4 Excess Reserves of Depository Institutions 4 Year over 4 Year
4474 EXCSRESNW_Log Log of Excess Reserves of Depository Institutions
4475 EXCSRESNW_mva365 Excess Reserves of Depository Institutions 365 Day MA
4476 EXCSRESNW_mva200 Excess Reserves of Depository Institutions 200 Day MA
4477 EXCSRESNW_mva050 Excess Reserves of Depository Institutions 50 Day MA
4478 ECBASSETS_YoY Central Bank Assets for Euro Area (11-19 Countries) Year over Year
4484 ECBASSETS_Log Log of Central Bank Assets for Euro Area (11-19 Countries)
4485 ECBASSETS_mva365 Central Bank Assets for Euro Area (11-19 Countries) 365 Day MA
4486 ECBASSETS_mva200 Central Bank Assets for Euro Area (11-19 Countries) 200 Day MA
4487 ECBASSETS_mva050 Central Bank Assets for Euro Area (11-19 Countries) 50 Day MA
4494 EUNNGDP_Log Log of Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
4495 EUNNGDP_mva365 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 365 Day MA
4496 EUNNGDP_mva200 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 200 Day MA
4497 EUNNGDP_mva050 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 50 Day MA
4508 CURRENCY_YoY Currency Component of M1 (Seasonally Adjusted) Year over Year
4514 CURRENCY_Log Log of Currency Component of M1 (Seasonally Adjusted)
4515 CURRENCY_mva365 Currency Component of M1 (Seasonally Adjusted) 365 Day MA
4516 CURRENCY_mva200 Currency Component of M1 (Seasonally Adjusted) 200 Day MA
4517 CURRENCY_mva050 Currency Component of M1 (Seasonally Adjusted) 50 Day MA
4521 WCURRNS_Smooth Savitsky-Golay Smoothed (p=3, n=365) Currency Component of M1
4524 WCURRNS_Log Log of Currency Component of M1
4525 WCURRNS_mva365 Currency Component of M1 365 Day MA
4526 WCURRNS_mva200 Currency Component of M1 200 Day MA
4527 WCURRNS_mva050 Currency Component of M1 50 Day MA
4529 BOGMBASE_YoY4 Monetary Base; Total 4 Year over 4 Year
4533 BOGMBASE_SmoothDer Derivative of Smoothed Monetary Base; Total
4539 PRS88003193_YoY4 Nonfinancial Corporations Sector: Unit Profits 4 Year over 4 Year
4541 PRS88003193_Smooth Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial Corporations Sector: Unit Profits
4545 PRS88003193_mva365 Nonfinancial Corporations Sector: Unit Profits 365 Day MA
4555 PPIACO_mva365 Producer Price Index for All Commodities 365 Day MA
4559 PCUOMFGOMFG_YoY4 Producer Price Index by Industry: Total Manufacturing Industries 4 Year over 4 Year
4565 PCUOMFGOMFG_mva365 Producer Price Index by Industry: Total Manufacturing Industries 365 Day MA
4580 POPTHM_Log Log of Population (U.S.)
4581 POPTHM_Log Log of Population (U.S.)
4582 POPTHM_mva365 Population (U.S.) 365 Day MA
4583 POPTHM_mva365 Population (U.S.) 365 Day MA
4584 POPTHM_mva200 Population (U.S.) 200 Day MA
4585 POPTHM_mva200 Population (U.S.) 200 Day MA
4586 POPTHM_mva050 Population (U.S.) 50 Day MA
4587 POPTHM_mva050 Population (U.S.) 50 Day MA
4600 POPTHM.1_Log Log of
4601 POPTHM.1_Log Log of
4602 POPTHM.1_mva365 365 Day MA
4603 POPTHM.1_mva365 365 Day MA
4604 POPTHM.1_mva200 200 Day MA
4605 POPTHM.1_mva200 200 Day MA
4606 POPTHM.1_mva050 50 Day MA
4607 POPTHM.1_mva050 50 Day MA
4615 CLF16OV_mva365 Civilian Labor Force Level, SA 365 Day MA
4616 CLF16OV_mva200 Civilian Labor Force Level, SA 200 Day MA
4625 LNU01000000_mva365 Civilian Labor Force Level, NSA 365 Day MA
4640 UNEMPLOY_YoY5 Unemployment Level, seasonally adjusted 5 Year over 5 Year
4641 UNEMPLOY_Smooth Savitsky-Golay Smoothed (p=3, n=365) Unemployment Level, seasonally adjusted
4651 RSAFS_Smooth Savitsky-Golay Smoothed (p=3, n=365) Advance Retail Sales: Retail and Food Services
4655 RSAFS_mva365 Advance Retail Sales: Retail and Food Services 365 Day MA
4656 RSAFS_mva200 Advance Retail Sales: Retail and Food Services 200 Day MA
4658 FRGSHPUSM649NCIS_YoY Cass Freight Index: Shipments Year over Year
4659 FRGSHPUSM649NCIS_YoY4 Cass Freight Index: Shipments 4 Year over 4 Year
4665 FRGSHPUSM649NCIS_mva365 Cass Freight Index: Shipments 365 Day MA
4674 BOPGTB_Log Log of Trade Balance: Goods, Balance of Payments Basis (SA)
4684 TERMCBPER24NS_Log Log of Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
4685 TERMCBPER24NS_mva365 Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 365 Day MA
4686 TERMCBPER24NS_mva200 Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 200 Day MA
4687 TERMCBPER24NS_mva050 Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 50 Day MA
4688 A065RC1A027NBEA_YoY Personal income (NSA) Year over Year
4694 A065RC1A027NBEA_Log Log of Personal income (NSA)
4695 A065RC1A027NBEA_mva365 Personal income (NSA) 365 Day MA
4696 A065RC1A027NBEA_mva200 Personal income (NSA) 200 Day MA
4697 A065RC1A027NBEA_mva050 Personal income (NSA) 50 Day MA
4704 PI_Log Log of Personal income (SA)
4705 PI_mva365 Personal income (SA) 365 Day MA
4706 PI_mva200 Personal income (SA) 200 Day MA
4707 PI_mva050 Personal income (SA) 50 Day MA
4711 PCE_Smooth Savitsky-Golay Smoothed (p=3, n=365) Personal Consumption Expenditures (SA)
4714 PCE_Log Log of Personal Consumption Expenditures (SA)
4715 PCE_mva365 Personal Consumption Expenditures (SA) 365 Day MA
4716 PCE_mva200 Personal Consumption Expenditures (SA) 200 Day MA
4717 PCE_mva050 Personal Consumption Expenditures (SA) 50 Day MA
4719 A053RC1Q027SBEA_YoY4 National income: Corporate profits before tax (without IVA and CCAdj) 4 Year over 4 Year
4725 A053RC1Q027SBEA_mva365 National income: Corporate profits before tax (without IVA and CCAdj) 365 Day MA
4731 CPROFIT_Smooth Savitsky-Golay Smoothed (p=3, n=365) Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj)
4735 CPROFIT_mva365 Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 365 Day MA
4743 SPY.Open_SmoothDer Derivative of Smoothed
4753 SPY.High_SmoothDer Derivative of Smoothed
4759 SPY.Low_YoY4 4 Year over 4 Year
4763 SPY.Low_SmoothDer Derivative of Smoothed
4769 SPY.Close_YoY4 4 Year over 4 Year
4773 SPY.Close_SmoothDer Derivative of Smoothed
4781 SPY.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4783 SPY.Volume_SmoothDer Derivative of Smoothed
4789 SPY.Adjusted_YoY4 4 Year over 4 Year
4793 SPY.Adjusted_SmoothDer Derivative of Smoothed
4801 MDY.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4803 MDY.Open_SmoothDer Derivative of Smoothed
4811 MDY.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4813 MDY.High_SmoothDer Derivative of Smoothed
4819 MDY.Low_YoY4 4 Year over 4 Year
4821 MDY.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4823 MDY.Low_SmoothDer Derivative of Smoothed
4829 MDY.Close_YoY4 4 Year over 4 Year
4831 MDY.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4833 MDY.Close_SmoothDer Derivative of Smoothed
4843 MDY.Volume_SmoothDer Derivative of Smoothed
4849 MDY.Adjusted_YoY4 4 Year over 4 Year
4851 MDY.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4853 MDY.Adjusted_SmoothDer Derivative of Smoothed
4861 EES.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4863 EES.Open_SmoothDer Derivative of Smoothed
4871 EES.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4873 EES.High_SmoothDer Derivative of Smoothed
4879 EES.Low_YoY4 4 Year over 4 Year
4881 EES.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4883 EES.Low_SmoothDer Derivative of Smoothed
4889 EES.Close_YoY4 4 Year over 4 Year
4891 EES.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4893 EES.Close_SmoothDer Derivative of Smoothed
4901 EES.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4904 EES.Volume_Log Log of
4909 EES.Adjusted_YoY4 4 Year over 4 Year
4911 EES.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4913 EES.Adjusted_SmoothDer Derivative of Smoothed
4921 IJR.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4923 IJR.Open_SmoothDer Derivative of Smoothed
4929 IJR.High_YoY4 4 Year over 4 Year
4931 IJR.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4933 IJR.High_SmoothDer Derivative of Smoothed
4939 IJR.Low_YoY4 4 Year over 4 Year
4941 IJR.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4943 IJR.Low_SmoothDer Derivative of Smoothed
4949 IJR.Close_YoY4 4 Year over 4 Year
4951 IJR.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4953 IJR.Close_SmoothDer Derivative of Smoothed
4961 IJR.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4963 IJR.Volume_SmoothDer Derivative of Smoothed
4969 IJR.Adjusted_YoY4 4 Year over 4 Year
4971 IJR.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4973 IJR.Adjusted_SmoothDer Derivative of Smoothed
4979 VGSTX.Open_YoY4 4 Year over 4 Year
4983 VGSTX.Open_SmoothDer Derivative of Smoothed
4989 VGSTX.High_YoY4 4 Year over 4 Year
4993 VGSTX.High_SmoothDer Derivative of Smoothed
4999 VGSTX.Low_YoY4 4 Year over 4 Year
5003 VGSTX.Low_SmoothDer Derivative of Smoothed
5009 VGSTX.Close_YoY4 4 Year over 4 Year
5013 VGSTX.Close_SmoothDer Derivative of Smoothed
5018 VGSTX.Volume_YoY Year over Year
5019 VGSTX.Volume_YoY4 4 Year over 4 Year
5020 VGSTX.Volume_YoY5 5 Year over 5 Year
5021 VGSTX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5022 VGSTX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5023 VGSTX.Volume_SmoothDer Derivative of Smoothed
5024 VGSTX.Volume_Log Log of
5025 VGSTX.Volume_mva365 365 Day MA
5026 VGSTX.Volume_mva200 200 Day MA
5027 VGSTX.Volume_mva050 50 Day MA
5029 VGSTX.Adjusted_YoY4 4 Year over 4 Year
5033 VGSTX.Adjusted_SmoothDer Derivative of Smoothed
5039 VFINX.Open_YoY4 4 Year over 4 Year
5043 VFINX.Open_SmoothDer Derivative of Smoothed
5049 VFINX.High_YoY4 4 Year over 4 Year
5053 VFINX.High_SmoothDer Derivative of Smoothed
5059 VFINX.Low_YoY4 4 Year over 4 Year
5063 VFINX.Low_SmoothDer Derivative of Smoothed
5069 VFINX.Close_YoY4 4 Year over 4 Year
5073 VFINX.Close_SmoothDer Derivative of Smoothed
5078 VFINX.Volume_YoY Year over Year
5079 VFINX.Volume_YoY4 4 Year over 4 Year
5080 VFINX.Volume_YoY5 5 Year over 5 Year
5081 VFINX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5082 VFINX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5083 VFINX.Volume_SmoothDer Derivative of Smoothed
5084 VFINX.Volume_Log Log of
5085 VFINX.Volume_mva365 365 Day MA
5086 VFINX.Volume_mva200 200 Day MA
5087 VFINX.Volume_mva050 50 Day MA
5089 VFINX.Adjusted_YoY4 4 Year over 4 Year
5093 VFINX.Adjusted_SmoothDer Derivative of Smoothed
5101 VOE.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5103 VOE.Open_SmoothDer Derivative of Smoothed
5111 VOE.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5113 VOE.High_SmoothDer Derivative of Smoothed
5119 VOE.Low_YoY4 4 Year over 4 Year
5121 VOE.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5123 VOE.Low_SmoothDer Derivative of Smoothed
5129 VOE.Close_YoY4 4 Year over 4 Year
5131 VOE.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5133 VOE.Close_SmoothDer Derivative of Smoothed
5141 VOE.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5143 VOE.Volume_SmoothDer Derivative of Smoothed
5149 VOE.Adjusted_YoY4 4 Year over 4 Year
5151 VOE.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5153 VOE.Adjusted_SmoothDer Derivative of Smoothed
5163 VOT.Open_SmoothDer Derivative of Smoothed
5173 VOT.High_SmoothDer Derivative of Smoothed
5179 VOT.Low_YoY4 4 Year over 4 Year
5183 VOT.Low_SmoothDer Derivative of Smoothed
5189 VOT.Close_YoY4 4 Year over 4 Year
5193 VOT.Close_SmoothDer Derivative of Smoothed
5201 VOT.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5203 VOT.Volume_SmoothDer Derivative of Smoothed
5205 VOT.Volume_mva365 365 Day MA
5209 VOT.Adjusted_YoY4 4 Year over 4 Year
5213 VOT.Adjusted_SmoothDer Derivative of Smoothed
5219 TMFGX.Open_YoY4 4 Year over 4 Year
5220 TMFGX.Open_YoY5 5 Year over 5 Year
5224 TMFGX.Open_Log Log of
5226 TMFGX.Open_mva200 200 Day MA
5227 TMFGX.Open_mva050 50 Day MA
5229 TMFGX.High_YoY4 4 Year over 4 Year
5230 TMFGX.High_YoY5 5 Year over 5 Year
5234 TMFGX.High_Log Log of
5236 TMFGX.High_mva200 200 Day MA
5237 TMFGX.High_mva050 50 Day MA
5239 TMFGX.Low_YoY4 4 Year over 4 Year
5240 TMFGX.Low_YoY5 5 Year over 5 Year
5244 TMFGX.Low_Log Log of
5246 TMFGX.Low_mva200 200 Day MA
5247 TMFGX.Low_mva050 50 Day MA
5249 TMFGX.Close_YoY4 4 Year over 4 Year
5250 TMFGX.Close_YoY5 5 Year over 5 Year
5254 TMFGX.Close_Log Log of
5256 TMFGX.Close_mva200 200 Day MA
5257 TMFGX.Close_mva050 50 Day MA
5258 TMFGX.Volume_YoY Year over Year
5259 TMFGX.Volume_YoY4 4 Year over 4 Year
5260 TMFGX.Volume_YoY5 5 Year over 5 Year
5261 TMFGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5262 TMFGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5263 TMFGX.Volume_SmoothDer Derivative of Smoothed
5264 TMFGX.Volume_Log Log of
5265 TMFGX.Volume_mva365 365 Day MA
5266 TMFGX.Volume_mva200 200 Day MA
5267 TMFGX.Volume_mva050 50 Day MA
5269 TMFGX.Adjusted_YoY4 4 Year over 4 Year
5270 TMFGX.Adjusted_YoY5 5 Year over 5 Year
5274 TMFGX.Adjusted_Log Log of
5276 TMFGX.Adjusted_mva200 200 Day MA
5277 TMFGX.Adjusted_mva050 50 Day MA
5283 IWM.Open_SmoothDer Derivative of Smoothed
5289 IWM.High_YoY4 4 Year over 4 Year
5293 IWM.High_SmoothDer Derivative of Smoothed
5299 IWM.Low_YoY4 4 Year over 4 Year
5303 IWM.Low_SmoothDer Derivative of Smoothed
5309 IWM.Close_YoY4 4 Year over 4 Year
5313 IWM.Close_SmoothDer Derivative of Smoothed
5323 IWM.Volume_SmoothDer Derivative of Smoothed
5329 IWM.Adjusted_YoY4 4 Year over 4 Year
5331 IWM.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5333 IWM.Adjusted_SmoothDer Derivative of Smoothed
5343 ONEQ.Open_SmoothDer Derivative of Smoothed
5353 ONEQ.High_SmoothDer Derivative of Smoothed
5363 ONEQ.Low_SmoothDer Derivative of Smoothed
5373 ONEQ.Close_SmoothDer Derivative of Smoothed
5393 ONEQ.Adjusted_SmoothDer Derivative of Smoothed
5399 FSMAX.Open_YoY4 4 Year over 4 Year
5403 FSMAX.Open_SmoothDer Derivative of Smoothed
5409 FSMAX.High_YoY4 4 Year over 4 Year
5413 FSMAX.High_SmoothDer Derivative of Smoothed
5419 FSMAX.Low_YoY4 4 Year over 4 Year
5423 FSMAX.Low_SmoothDer Derivative of Smoothed
5429 FSMAX.Close_YoY4 4 Year over 4 Year
5433 FSMAX.Close_SmoothDer Derivative of Smoothed
5438 FSMAX.Volume_YoY Year over Year
5439 FSMAX.Volume_YoY4 4 Year over 4 Year
5440 FSMAX.Volume_YoY5 5 Year over 5 Year
5441 FSMAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5442 FSMAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5443 FSMAX.Volume_SmoothDer Derivative of Smoothed
5444 FSMAX.Volume_Log Log of
5445 FSMAX.Volume_mva365 365 Day MA
5446 FSMAX.Volume_mva200 200 Day MA
5447 FSMAX.Volume_mva050 50 Day MA
5449 FSMAX.Adjusted_YoY4 4 Year over 4 Year
5453 FSMAX.Adjusted_SmoothDer Derivative of Smoothed
5463 FXNAX.Open_SmoothDer Derivative of Smoothed
5473 FXNAX.High_SmoothDer Derivative of Smoothed
5483 FXNAX.Low_SmoothDer Derivative of Smoothed
5493 FXNAX.Close_SmoothDer Derivative of Smoothed
5498 FXNAX.Volume_YoY Year over Year
5499 FXNAX.Volume_YoY4 4 Year over 4 Year
5500 FXNAX.Volume_YoY5 5 Year over 5 Year
5501 FXNAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5502 FXNAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5503 FXNAX.Volume_SmoothDer Derivative of Smoothed
5504 FXNAX.Volume_Log Log of
5505 FXNAX.Volume_mva365 365 Day MA
5506 FXNAX.Volume_mva200 200 Day MA
5507 FXNAX.Volume_mva050 50 Day MA
5513 FXNAX.Adjusted_SmoothDer Derivative of Smoothed
5521 HAINX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5523 HAINX.Open_SmoothDer Derivative of Smoothed
5531 HAINX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5533 HAINX.High_SmoothDer Derivative of Smoothed
5541 HAINX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5543 HAINX.Low_SmoothDer Derivative of Smoothed
5551 HAINX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5553 HAINX.Close_SmoothDer Derivative of Smoothed
5558 HAINX.Volume_YoY Year over Year
5559 HAINX.Volume_YoY4 4 Year over 4 Year
5560 HAINX.Volume_YoY5 5 Year over 5 Year
5561 HAINX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5562 HAINX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5563 HAINX.Volume_SmoothDer Derivative of Smoothed
5564 HAINX.Volume_Log Log of
5565 HAINX.Volume_mva365 365 Day MA
5566 HAINX.Volume_mva200 200 Day MA
5567 HAINX.Volume_mva050 50 Day MA
5571 HAINX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5573 HAINX.Adjusted_SmoothDer Derivative of Smoothed
5579 HNACX.Open_YoY4 4 Year over 4 Year
5583 HNACX.Open_SmoothDer Derivative of Smoothed
5589 HNACX.High_YoY4 4 Year over 4 Year
5593 HNACX.High_SmoothDer Derivative of Smoothed
5599 HNACX.Low_YoY4 4 Year over 4 Year
5603 HNACX.Low_SmoothDer Derivative of Smoothed
5609 HNACX.Close_YoY4 4 Year over 4 Year
5613 HNACX.Close_SmoothDer Derivative of Smoothed
5618 HNACX.Volume_YoY Year over Year
5619 HNACX.Volume_YoY4 4 Year over 4 Year
5620 HNACX.Volume_YoY5 5 Year over 5 Year
5621 HNACX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5622 HNACX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5623 HNACX.Volume_SmoothDer Derivative of Smoothed
5624 HNACX.Volume_Log Log of
5625 HNACX.Volume_mva365 365 Day MA
5626 HNACX.Volume_mva200 200 Day MA
5627 HNACX.Volume_mva050 50 Day MA
5633 HNACX.Adjusted_SmoothDer Derivative of Smoothed
5641 VEU.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5643 VEU.Open_SmoothDer Derivative of Smoothed
5653 VEU.High_SmoothDer Derivative of Smoothed
5661 VEU.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5663 VEU.Low_SmoothDer Derivative of Smoothed
5673 VEU.Close_SmoothDer Derivative of Smoothed
5681 VEU.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5683 VEU.Volume_SmoothDer Derivative of Smoothed
5689 VEU.Adjusted_YoY4 4 Year over 4 Year
5691 VEU.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5693 VEU.Adjusted_SmoothDer Derivative of Smoothed
5699 VEIRX.Open_YoY4 4 Year over 4 Year
5701 VEIRX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5703 VEIRX.Open_SmoothDer Derivative of Smoothed
5709 VEIRX.High_YoY4 4 Year over 4 Year
5711 VEIRX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5713 VEIRX.High_SmoothDer Derivative of Smoothed
5719 VEIRX.Low_YoY4 4 Year over 4 Year
5721 VEIRX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5723 VEIRX.Low_SmoothDer Derivative of Smoothed
5729 VEIRX.Close_YoY4 4 Year over 4 Year
5731 VEIRX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5733 VEIRX.Close_SmoothDer Derivative of Smoothed
5738 VEIRX.Volume_YoY Year over Year
5739 VEIRX.Volume_YoY4 4 Year over 4 Year
5740 VEIRX.Volume_YoY5 5 Year over 5 Year
5741 VEIRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5742 VEIRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5743 VEIRX.Volume_SmoothDer Derivative of Smoothed
5744 VEIRX.Volume_Log Log of
5745 VEIRX.Volume_mva365 365 Day MA
5746 VEIRX.Volume_mva200 200 Day MA
5747 VEIRX.Volume_mva050 50 Day MA
5751 VEIRX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5753 VEIRX.Adjusted_SmoothDer Derivative of Smoothed
5761 BIL.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5763 BIL.Open_SmoothDer Derivative of Smoothed
5771 BIL.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5773 BIL.High_SmoothDer Derivative of Smoothed
5781 BIL.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5783 BIL.Low_SmoothDer Derivative of Smoothed
5791 BIL.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5793 BIL.Close_SmoothDer Derivative of Smoothed
5801 BIL.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5805 BIL.Volume_mva365 365 Day MA
5808 BIL.Adjusted_YoY Year over Year
5810 BIL.Adjusted_YoY5 5 Year over 5 Year
5811 BIL.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5812 BIL.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5813 BIL.Adjusted_SmoothDer Derivative of Smoothed
5814 BIL.Adjusted_Log Log of
5815 BIL.Adjusted_mva365 365 Day MA
5816 BIL.Adjusted_mva200 200 Day MA
5817 BIL.Adjusted_mva050 50 Day MA
5821 IVOO.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5823 IVOO.Open_SmoothDer Derivative of Smoothed
5831 IVOO.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5833 IVOO.High_SmoothDer Derivative of Smoothed
5839 IVOO.Low_YoY4 4 Year over 4 Year
5841 IVOO.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5843 IVOO.Low_SmoothDer Derivative of Smoothed
5849 IVOO.Close_YoY4 4 Year over 4 Year
5851 IVOO.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5853 IVOO.Close_SmoothDer Derivative of Smoothed
5861 IVOO.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5863 IVOO.Volume_SmoothDer Derivative of Smoothed
5864 IVOO.Volume_Log Log of
5869 IVOO.Adjusted_YoY4 4 Year over 4 Year
5871 IVOO.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5873 IVOO.Adjusted_SmoothDer Derivative of Smoothed
5883 VO.Open_SmoothDer Derivative of Smoothed
5893 VO.High_SmoothDer Derivative of Smoothed
5899 VO.Low_YoY4 4 Year over 4 Year
5901 VO.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5903 VO.Low_SmoothDer Derivative of Smoothed
5909 VO.Close_YoY4 4 Year over 4 Year
5913 VO.Close_SmoothDer Derivative of Smoothed
5923 VO.Volume_SmoothDer Derivative of Smoothed
5924 VO.Volume_Log Log of
5929 VO.Adjusted_YoY4 4 Year over 4 Year
5931 VO.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5933 VO.Adjusted_SmoothDer Derivative of Smoothed
5941 CZA.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5943 CZA.Open_SmoothDer Derivative of Smoothed
5951 CZA.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5953 CZA.High_SmoothDer Derivative of Smoothed
5959 CZA.Low_YoY4 4 Year over 4 Year
5961 CZA.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5963 CZA.Low_SmoothDer Derivative of Smoothed
5969 CZA.Close_YoY4 4 Year over 4 Year
5971 CZA.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5973 CZA.Close_SmoothDer Derivative of Smoothed
5984 CZA.Volume_Log Log of
5989 CZA.Adjusted_YoY4 4 Year over 4 Year
5991 CZA.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5993 CZA.Adjusted_SmoothDer Derivative of Smoothed
6001 VYM.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6003 VYM.Open_SmoothDer Derivative of Smoothed
6007 VYM.Open_mva050 50 Day MA
6011 VYM.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6013 VYM.High_SmoothDer Derivative of Smoothed
6017 VYM.High_mva050 50 Day MA
6019 VYM.Low_YoY4 4 Year over 4 Year
6021 VYM.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6023 VYM.Low_SmoothDer Derivative of Smoothed
6027 VYM.Low_mva050 50 Day MA
6029 VYM.Close_YoY4 4 Year over 4 Year
6031 VYM.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6033 VYM.Close_SmoothDer Derivative of Smoothed
6037 VYM.Close_mva050 50 Day MA
6041 VYM.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6043 VYM.Volume_SmoothDer Derivative of Smoothed
6049 VYM.Adjusted_YoY4 4 Year over 4 Year
6051 VYM.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6053 VYM.Adjusted_SmoothDer Derivative of Smoothed
6055 VYM.Adjusted_mva365 365 Day MA
6057 VYM.Adjusted_mva050 50 Day MA
6063 ACWI.Open_SmoothDer Derivative of Smoothed
6073 ACWI.High_SmoothDer Derivative of Smoothed
6079 ACWI.Low_YoY4 4 Year over 4 Year
6083 ACWI.Low_SmoothDer Derivative of Smoothed
6089 ACWI.Close_YoY4 4 Year over 4 Year
6093 ACWI.Close_SmoothDer Derivative of Smoothed
6101 ACWI.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6103 ACWI.Volume_SmoothDer Derivative of Smoothed
6105 ACWI.Volume_mva365 365 Day MA
6106 ACWI.Volume_mva200 200 Day MA
6109 ACWI.Adjusted_YoY4 4 Year over 4 Year
6113 ACWI.Adjusted_SmoothDer Derivative of Smoothed
6121 SLY.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6123 SLY.Open_SmoothDer Derivative of Smoothed
6131 SLY.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6133 SLY.High_SmoothDer Derivative of Smoothed
6139 SLY.Low_YoY4 4 Year over 4 Year
6141 SLY.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6143 SLY.Low_SmoothDer Derivative of Smoothed
6149 SLY.Close_YoY4 4 Year over 4 Year
6151 SLY.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6153 SLY.Close_SmoothDer Derivative of Smoothed
6161 SLY.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6163 SLY.Volume_SmoothDer Derivative of Smoothed
6164 SLY.Volume_Log Log of
6169 SLY.Adjusted_YoY4 4 Year over 4 Year
6171 SLY.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6173 SLY.Adjusted_SmoothDer Derivative of Smoothed
6183 QQQ.Open_SmoothDer Derivative of Smoothed
6193 QQQ.High_SmoothDer Derivative of Smoothed
6203 QQQ.Low_SmoothDer Derivative of Smoothed
6213 QQQ.Close_SmoothDer Derivative of Smoothed
6223 QQQ.Volume_SmoothDer Derivative of Smoothed
6233 QQQ.Adjusted_SmoothDer Derivative of Smoothed
6243 HYMB.Open_SmoothDer Derivative of Smoothed
6253 HYMB.High_SmoothDer Derivative of Smoothed
6263 HYMB.Low_SmoothDer Derivative of Smoothed
6273 HYMB.Close_SmoothDer Derivative of Smoothed
6281 HYMB.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6284 HYMB.Volume_Log Log of
6285 HYMB.Volume_mva365 365 Day MA
6293 HYMB.Adjusted_SmoothDer Derivative of Smoothed
6304 GOLD.Open_Log Log of
6341 GOLD.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6344 GOLD.Volume_Log Log of
6353 GOLD.Adjusted_SmoothDer Derivative of Smoothed
6361 BKR.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6364 BKR.Open_Log Log of
6365 BKR.Open_mva365 365 Day MA
6371 BKR.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6375 BKR.High_mva365 365 Day MA
6379 BKR.Low_YoY4 4 Year over 4 Year
6381 BKR.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6385 BKR.Low_mva365 365 Day MA
6389 BKR.Close_YoY4 4 Year over 4 Year
6391 BKR.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6395 BKR.Close_mva365 365 Day MA
6401 BKR.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6403 BKR.Volume_SmoothDer Derivative of Smoothed
6404 BKR.Volume_Log Log of
6409 BKR.Adjusted_YoY4 4 Year over 4 Year
6411 BKR.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6415 BKR.Adjusted_mva365 365 Day MA
6419 SLB.Open_YoY4 4 Year over 4 Year
6421 SLB.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6423 SLB.Open_SmoothDer Derivative of Smoothed
6425 SLB.Open_mva365 365 Day MA
6426 SLB.Open_mva200 200 Day MA
6428 SLB.High_YoY Year over Year
6429 SLB.High_YoY4 4 Year over 4 Year
6431 SLB.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6433 SLB.High_SmoothDer Derivative of Smoothed
6435 SLB.High_mva365 365 Day MA
6436 SLB.High_mva200 200 Day MA
6439 SLB.Low_YoY4 4 Year over 4 Year
6441 SLB.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6443 SLB.Low_SmoothDer Derivative of Smoothed
6445 SLB.Low_mva365 365 Day MA
6446 SLB.Low_mva200 200 Day MA
6449 SLB.Close_YoY4 4 Year over 4 Year
6451 SLB.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6453 SLB.Close_SmoothDer Derivative of Smoothed
6455 SLB.Close_mva365 365 Day MA
6456 SLB.Close_mva200 200 Day MA
6461 SLB.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6463 SLB.Volume_SmoothDer Derivative of Smoothed
6468 SLB.Adjusted_YoY Year over Year
6469 SLB.Adjusted_YoY4 4 Year over 4 Year
6471 SLB.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6473 SLB.Adjusted_SmoothDer Derivative of Smoothed
6475 SLB.Adjusted_mva365 365 Day MA
6476 SLB.Adjusted_mva200 200 Day MA
6479 HAL.Open_YoY4 4 Year over 4 Year
6481 HAL.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6483 HAL.Open_SmoothDer Derivative of Smoothed
6484 HAL.Open_Log Log of
6485 HAL.Open_mva365 365 Day MA
6489 HAL.High_YoY4 4 Year over 4 Year
6491 HAL.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6493 HAL.High_SmoothDer Derivative of Smoothed
6495 HAL.High_mva365 365 Day MA
6499 HAL.Low_YoY4 4 Year over 4 Year
6501 HAL.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6503 HAL.Low_SmoothDer Derivative of Smoothed
6505 HAL.Low_mva365 365 Day MA
6509 HAL.Close_YoY4 4 Year over 4 Year
6511 HAL.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6513 HAL.Close_SmoothDer Derivative of Smoothed
6515 HAL.Close_mva365 365 Day MA
6523 HAL.Volume_SmoothDer Derivative of Smoothed
6524 HAL.Volume_Log Log of
6529 HAL.Adjusted_YoY4 4 Year over 4 Year
6531 HAL.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6533 HAL.Adjusted_SmoothDer Derivative of Smoothed
6535 HAL.Adjusted_mva365 365 Day MA
6544 IP.Open_Log Log of
6559 IP.Low_YoY4 4 Year over 4 Year
6569 IP.Close_YoY4 4 Year over 4 Year
6581 IP.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6583 IP.Volume_SmoothDer Derivative of Smoothed
6589 IP.Adjusted_YoY4 4 Year over 4 Year
6619 PKG.Low_YoY4 4 Year over 4 Year
6629 PKG.Close_YoY4 4 Year over 4 Year
6643 PKG.Volume_SmoothDer Derivative of Smoothed
6649 PKG.Adjusted_YoY4 4 Year over 4 Year
6663 UPS.Open_SmoothDer Derivative of Smoothed
6673 UPS.High_SmoothDer Derivative of Smoothed
6683 UPS.Low_SmoothDer Derivative of Smoothed
6693 UPS.Close_SmoothDer Derivative of Smoothed
6701 UPS.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6703 UPS.Volume_SmoothDer Derivative of Smoothed
6713 UPS.Adjusted_SmoothDer Derivative of Smoothed
6784 T.Open_Log Log of
6821 T.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6823 T.Volume_SmoothDer Derivative of Smoothed
6831 T.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6881 VZ.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6883 VZ.Volume_SmoothDer Derivative of Smoothed
6898 ISMMANPMI_YoY Institute of Supply Managment PMI Composite Index Year over Year
6903 ISMMANPMI_SmoothDer Derivative of Smoothed Institute of Supply Managment PMI Composite Index
6904 ISMMANPMI_Log Log of Institute of Supply Managment PMI Composite Index
6907 ISMMANPMI_mva050 Institute of Supply Managment PMI Composite Index 50 Day MA
6911 MULTPLSP500PERATIOMONTH_Smooth Savitsky-Golay Smoothed (p=3, n=365) S&P 500 TTM P/E
6913 MULTPLSP500PERATIOMONTH_SmoothDer Derivative of Smoothed S&P 500 TTM P/E
6924 MULTPLSP500SALESQUARTER_Log Log of S&P 500 TTM Sales (Not Inflation Adjusted)
6925 MULTPLSP500SALESQUARTER_mva365 S&P 500 TTM Sales (Not Inflation Adjusted) 365 Day MA
6926 MULTPLSP500SALESQUARTER_mva200 S&P 500 TTM Sales (Not Inflation Adjusted) 200 Day MA
6927 MULTPLSP500SALESQUARTER_mva050 S&P 500 TTM Sales (Not Inflation Adjusted) 50 Day MA
6935 MULTPLSP500DIVYIELDMONTH_mva365 S&P 500 Dividend Yield by Month 365 Day MA
6936 MULTPLSP500DIVYIELDMONTH_mva200 S&P 500 Dividend Yield by Month 200 Day MA
6941 MULTPLSP500DIVMONTH_Smooth Savitsky-Golay Smoothed (p=3, n=365) S&P 500 Dividend by Month (Inflation Adjusted)
6943 MULTPLSP500DIVMONTH_SmoothDer Derivative of Smoothed S&P 500 Dividend by Month (Inflation Adjusted)
6944 MULTPLSP500DIVMONTH_Log Log of S&P 500 Dividend by Month (Inflation Adjusted)
6945 MULTPLSP500DIVMONTH_mva365 S&P 500 Dividend by Month (Inflation Adjusted) 365 Day MA
6946 MULTPLSP500DIVMONTH_mva200 S&P 500 Dividend by Month (Inflation Adjusted) 200 Day MA
6947 MULTPLSP500DIVMONTH_mva050 S&P 500 Dividend by Month (Inflation Adjusted) 50 Day MA
6948 CHRISCMEHG1_YoY Copper Futures, Continuous Contract #1 (HG1) (Front Month) Year over Year
6954 CHRISCMEHG1_Log Log of Copper Futures, Continuous Contract #1 (HG1) (Front Month)
6956 CHRISCMEHG1_mva200 Copper Futures, Continuous Contract #1 (HG1) (Front Month) 200 Day MA
6957 CHRISCMEHG1_mva050 Copper Futures, Continuous Contract #1 (HG1) (Front Month) 50 Day MA
6958 WWDIWLDISAIRGOODMTK1_YoY Air transport, freight Year over Year
6964 WWDIWLDISAIRGOODMTK1_Log Log of Air transport, freight
6965 WWDIWLDISAIRGOODMTK1_mva365 Air transport, freight 365 Day MA
6966 WWDIWLDISAIRGOODMTK1_mva200 Air transport, freight 200 Day MA
6967 WWDIWLDISAIRGOODMTK1_mva050 Air transport, freight 50 Day MA
6971 LBMAGOLD.USD_AM_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6973 LBMAGOLD.USD_AM_SmoothDer Derivative of Smoothed
6981 LBMAGOLD.USD_PM_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6983 LBMAGOLD.USD_PM_SmoothDer Derivative of Smoothed
6995 LBMAGOLD.GBP_AM_mva365 365 Day MA
7005 LBMAGOLD.GBP_PM_mva365 365 Day MA
7015 LBMAGOLD.EURO_AM_mva365 365 Day MA
7025 LBMAGOLD.EURO_PM_mva365 365 Day MA
7029 PETA103600001M_YoY4 U.S. Total Gasoline Retail Sales by Refiners, Monthly 4 Year over 4 Year
7030 PETA103600001M_YoY5 U.S. Total Gasoline Retail Sales by Refiners, Monthly 5 Year over 5 Year
7031 PETA103600001M_Smooth Savitsky-Golay Smoothed (p=3, n=365) U.S. Total Gasoline Retail Sales by Refiners, Monthly
7034 PETA103600001M_Log Log of U.S. Total Gasoline Retail Sales by Refiners, Monthly
7035 PETA103600001M_mva365 U.S. Total Gasoline Retail Sales by Refiners, Monthly 365 Day MA
7037 PETA103600001M_mva050 U.S. Total Gasoline Retail Sales by Refiners, Monthly 50 Day MA
7039 PETA123600001M_YoY4 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 4 Year over 4 Year
7040 PETA123600001M_YoY5 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 5 Year over 5 Year
7041 PETA123600001M_Smooth Savitsky-Golay Smoothed (p=3, n=365) U.S. Regular Gasoline Retail Sales by Refiners, Monthly
7044 PETA123600001M_Log Log of U.S. Regular Gasoline Retail Sales by Refiners, Monthly
7045 PETA123600001M_mva365 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 365 Day MA
7046 PETA123600001M_mva200 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 200 Day MA
7047 PETA123600001M_mva050 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 50 Day MA
7048 PETA143B00001M_YoY U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly Year over Year
7049 PETA143B00001M_YoY4 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 4 Year over 4 Year
7050 PETA143B00001M_YoY5 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 5 Year over 5 Year
7054 PETA143B00001M_Log Log of U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly
7055 PETA143B00001M_mva365 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 365 Day MA
7056 PETA143B00001M_mva200 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 200 Day MA
7057 PETA143B00001M_mva050 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 50 Day MA
7063 PETA133B00001M_SmoothDer Derivative of Smoothed U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
7064 PETA133B00001M_Log Log of U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
7067 PETA133B00001M_mva050 U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 50 Day MA
7074 TOTALOGNRPUSM_Log Log of Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly
7075 TOTALOGNRPUSM_mva365 Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 365 Day MA
7076 TOTALOGNRPUSM_mva200 Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 200 Day MA
7077 TOTALOGNRPUSM_mva050 Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 50 Day MA
7084 TOTALPANRPUSM_Log Log of Crude Oil Rotary Rigs in Operation, Monthly
7085 TOTALPANRPUSM_mva365 Crude Oil Rotary Rigs in Operation, Monthly 365 Day MA
7086 TOTALPANRPUSM_mva200 Crude Oil Rotary Rigs in Operation, Monthly 200 Day MA
7087 TOTALPANRPUSM_mva050 Crude Oil Rotary Rigs in Operation, Monthly 50 Day MA
7095 TOTALNGNRPUSM_mva365 Natural Gas Rotary Rigs in Operation, Monthly 365 Day MA
7096 TOTALNGNRPUSM_mva200 Natural Gas Rotary Rigs in Operation, Monthly 200 Day MA
7101 BKRTotal_Smooth Savitsky-Golay Smoothed (p=3, n=365) Total Rig Count
7104 BKRTotal_Log Log of Total Rig Count
7105 BKRTotal_mva365 Total Rig Count 365 Day MA
7106 BKRTotal_mva200 Total Rig Count 200 Day MA
7107 BKRTotal_mva050 Total Rig Count 50 Day MA
7111 BKRGas_Smooth Savitsky-Golay Smoothed (p=3, n=365) Gas Rig Count
7114 BKRGas_Log Log of Gas Rig Count
7115 BKRGas_mva365 Gas Rig Count 365 Day MA
7116 BKRGas_mva200 Gas Rig Count 200 Day MA
7117 BKRGas_mva050 Gas Rig Count 50 Day MA
7121 BKROil_Smooth Savitsky-Golay Smoothed (p=3, n=365) Oil Rig Count
7124 BKROil_Log Log of Oil Rig Count
7125 BKROil_mva365 Oil Rig Count 365 Day MA
7126 BKROil_mva200 Oil Rig Count 200 Day MA
7127 BKROil_mva050 Oil Rig Count 50 Day MA
7128 FARMINCOME_YoY Net Farm Income Year over Year
7134 FARMINCOME_Log Log of Net Farm Income
7135 FARMINCOME_mva365 Net Farm Income 365 Day MA
7136 FARMINCOME_mva200 Net Farm Income 200 Day MA
7137 FARMINCOME_mva050 Net Farm Income 50 Day MA
7139 OPEARNINGSPERSHARE_YoY4 Operating Earnings per Share 4 Year over 4 Year
7141 OPEARNINGSPERSHARE_Smooth Savitsky-Golay Smoothed (p=3, n=365) Operating Earnings per Share
7143 OPEARNINGSPERSHARE_SmoothDer Derivative of Smoothed Operating Earnings per Share
7144 OPEARNINGSPERSHARE_Log Log of Operating Earnings per Share
7145 OPEARNINGSPERSHARE_mva365 Operating Earnings per Share 365 Day MA
7146 OPEARNINGSPERSHARE_mva200 Operating Earnings per Share 200 Day MA
7147 OPEARNINGSPERSHARE_mva050 Operating Earnings per Share 50 Day MA
7149 AREARNINGSPERSHARE_YoY4 As-Reported Earnings per Share 4 Year over 4 Year
7151 AREARNINGSPERSHARE_Smooth Savitsky-Golay Smoothed (p=3, n=365) As-Reported Earnings per Share
7153 AREARNINGSPERSHARE_SmoothDer Derivative of Smoothed As-Reported Earnings per Share
7154 AREARNINGSPERSHARE_Log Log of As-Reported Earnings per Share
7155 AREARNINGSPERSHARE_mva365 As-Reported Earnings per Share 365 Day MA
7156 AREARNINGSPERSHARE_mva200 As-Reported Earnings per Share 200 Day MA
7157 AREARNINGSPERSHARE_mva050 As-Reported Earnings per Share 50 Day MA
7161 CASHDIVIDENDSPERSHR_Smooth Savitsky-Golay Smoothed (p=3, n=365) Cash Dividends per Share
7163 CASHDIVIDENDSPERSHR_SmoothDer Derivative of Smoothed Cash Dividends per Share
7164 CASHDIVIDENDSPERSHR_Log Log of Cash Dividends per Share
7165 CASHDIVIDENDSPERSHR_mva365 Cash Dividends per Share 365 Day MA
7166 CASHDIVIDENDSPERSHR_mva200 Cash Dividends per Share 200 Day MA
7167 CASHDIVIDENDSPERSHR_mva050 Cash Dividends per Share 50 Day MA
7171 SALESPERSHR_Smooth Savitsky-Golay Smoothed (p=3, n=365) Sales per Share
7173 SALESPERSHR_SmoothDer Derivative of Smoothed Sales per Share
7174 SALESPERSHR_Log Log of Sales per Share
7175 SALESPERSHR_mva365 Sales per Share 365 Day MA
7176 SALESPERSHR_mva200 Sales per Share 200 Day MA
7177 SALESPERSHR_mva050 Sales per Share 50 Day MA
7181 BOOKVALPERSHR_Smooth Savitsky-Golay Smoothed (p=3, n=365) Book value per Share
7183 BOOKVALPERSHR_SmoothDer Derivative of Smoothed Book value per Share
7184 BOOKVALPERSHR_Log Log of Book value per Share
7185 BOOKVALPERSHR_mva365 Book value per Share 365 Day MA
7186 BOOKVALPERSHR_mva200 Book value per Share 200 Day MA
7187 BOOKVALPERSHR_mva050 Book value per Share 50 Day MA
7191 CAPEXPERSHR_Smooth Savitsky-Golay Smoothed (p=3, n=365) Cap ex per Share
7193 CAPEXPERSHR_SmoothDer Derivative of Smoothed Cap ex per Share
7194 CAPEXPERSHR_Log Log of Cap ex per Share
7195 CAPEXPERSHR_mva365 Cap ex per Share 365 Day MA
7196 CAPEXPERSHR_mva200 Cap ex per Share 200 Day MA
7197 CAPEXPERSHR_mva050 Cap ex per Share 50 Day MA
7199 PRICE_YoY4 Price 4 Year over 4 Year
7201 PRICE_Smooth Savitsky-Golay Smoothed (p=3, n=365) Price
7203 PRICE_SmoothDer Derivative of Smoothed Price
7204 PRICE_Log Log of Price
7205 PRICE_mva365 Price 365 Day MA
7206 PRICE_mva200 Price 200 Day MA
7207 PRICE_mva050 Price 50 Day MA
7211 OPEARNINGSTTM_Smooth Savitsky-Golay Smoothed (p=3, n=365) TTM Operating Earnings
7213 OPEARNINGSTTM_SmoothDer Derivative of Smoothed TTM Operating Earnings
7214 OPEARNINGSTTM_Log Log of TTM Operating Earnings
7215 OPEARNINGSTTM_mva365 TTM Operating Earnings 365 Day MA
7216 OPEARNINGSTTM_mva200 TTM Operating Earnings 200 Day MA
7217 OPEARNINGSTTM_mva050 TTM Operating Earnings 50 Day MA
7221 AREARNINGSTTM_Smooth Savitsky-Golay Smoothed (p=3, n=365) TTM Reported Earnings
7223 AREARNINGSTTM_SmoothDer Derivative of Smoothed TTM Reported Earnings
7224 AREARNINGSTTM_Log Log of TTM Reported Earnings
7225 AREARNINGSTTM_mva365 TTM Reported Earnings 365 Day MA
7226 AREARNINGSTTM_mva200 TTM Reported Earnings 200 Day MA
7227 AREARNINGSTTM_mva050 TTM Reported Earnings 50 Day MA
7229 FINRAMarginDebt_YoY4 Margin Debt 4 Year over 4 Year
7233 FINRAMarginDebt_SmoothDer Derivative of Smoothed Margin Debt
7243 FINRAFreeCreditMargin_SmoothDer Derivative of Smoothed Free Credit Balances in Customers’ Securities Margin Accounts
7248 OCCEquityVolume_YoY Equity Options Volume Year over Year
7254 OCCEquityVolume_Log Log of Equity Options Volume
7255 OCCEquityVolume_mva365 Equity Options Volume 365 Day MA
7256 OCCEquityVolume_mva200 Equity Options Volume 200 Day MA
7257 OCCEquityVolume_mva050 Equity Options Volume 50 Day MA
7258 OCCNonEquityVolume_YoY Non-Equity Options Volume Year over Year
7264 OCCNonEquityVolume_Log Log of Non-Equity Options Volume
7265 OCCNonEquityVolume_mva365 Non-Equity Options Volume 365 Day MA
7266 OCCNonEquityVolume_mva200 Non-Equity Options Volume 200 Day MA
7267 OCCNonEquityVolume_mva050 Non-Equity Options Volume 50 Day MA
7275 RSALESAGG_mva365 Real Retail and Food Services Sales (RRSFS and RSALES) 365 Day MA
7283 BUSLOANS.minus.BUSLOANSNSA_SmoothDer Derivative of Smoothed Business Loans (Montlhy) SA - NSA
7284 BUSLOANS.minus.BUSLOANSNSA_Log Log of Business Loans (Montlhy) SA - NSA
7285 BUSLOANS.minus.BUSLOANSNSA_mva365 Business Loans (Montlhy) SA - NSA 365 Day MA
7286 BUSLOANS.minus.BUSLOANSNSA_mva200 Business Loans (Montlhy) SA - NSA 200 Day MA
7293 BUSLOANS.minus.BUSLOANSNSA.by.GDP_SmoothDer Derivative of Smoothed Business Loans (Montlhy) SA - NSA divided by GDP
7294 BUSLOANS.minus.BUSLOANSNSA.by.GDP_Log Log of Business Loans (Montlhy) SA - NSA divided by GDP
7295 BUSLOANS.minus.BUSLOANSNSA.by.GDP_mva365 Business Loans (Montlhy) SA - NSA divided by GDP 365 Day MA
7296 BUSLOANS.minus.BUSLOANSNSA.by.GDP_mva200 Business Loans (Montlhy) SA - NSA divided by GDP 200 Day MA
7300 BUSLOANS.by.GDP_YoY5 Business Loans Normalized by GDP 5 Year over 5 Year
7301 BUSLOANS.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans Normalized by GDP
7304 BUSLOANS.by.GDP_Log Log of Business Loans Normalized by GDP
7305 BUSLOANS.by.GDP_mva365 Business Loans Normalized by GDP 365 Day MA
7306 BUSLOANS.by.GDP_mva200 Business Loans Normalized by GDP 200 Day MA
7307 BUSLOANS.by.GDP_mva050 Business Loans Normalized by GDP 50 Day MA
7311 BUSLOANS.INTEREST_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Monthly, SA) Adjusted Interest Burdens
7315 BUSLOANS.INTEREST_mva365 Business Loans (Monthly, SA) Adjusted Interest Burdens 365 Day MA
7316 BUSLOANS.INTEREST_mva200 Business Loans (Monthly, SA) Adjusted Interest Burdens 200 Day MA
7321 BUSLOANS.INTEREST.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP
7325 BUSLOANS.INTEREST.by.GDP_mva365 Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 365 Day MA
7326 BUSLOANS.INTEREST.by.GDP_mva200 Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 200 Day MA
7330 BUSLOANSNSA.by.GDP_YoY5 Business Loans Normalized by GDP 5 Year over 5 Year
7331 BUSLOANSNSA.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans Normalized by GDP
7334 BUSLOANSNSA.by.GDP_Log Log of Business Loans Normalized by GDP
7335 BUSLOANSNSA.by.GDP_mva365 Business Loans Normalized by GDP 365 Day MA
7336 BUSLOANSNSA.by.GDP_mva200 Business Loans Normalized by GDP 200 Day MA
7337 BUSLOANSNSA.by.GDP_mva050 Business Loans Normalized by GDP 50 Day MA
7341 TOTCI.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, SA) Normalized by GDP
7344 TOTCI.by.GDP_Log Log of Business Loans (Weekly, SA) Normalized by GDP
7345 TOTCI.by.GDP_mva365 Business Loans (Weekly, SA) Normalized by GDP 365 Day MA
7346 TOTCI.by.GDP_mva200 Business Loans (Weekly, SA) Normalized by GDP 200 Day MA
7347 TOTCI.by.GDP_mva050 Business Loans (Weekly, SA) Normalized by GDP 50 Day MA
7351 TOTCINSA.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, NSA) Normalized by GDP
7355 TOTCINSA.by.GDP_mva365 Business Loans (Weekly, NSA) Normalized by GDP 365 Day MA
7356 TOTCINSA.by.GDP_mva200 Business Loans (Weekly, NSA) Normalized by GDP 200 Day MA
7357 TOTCINSA.by.GDP_mva050 Business Loans (Weekly, NSA) Normalized by GDP 50 Day MA
7361 TOTCINSA.INTEREST_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, NSA) Adjusted Interest Burdens
7365 TOTCINSA.INTEREST_mva365 Business Loans (Weekly, NSA) Adjusted Interest Burdens 365 Day MA
7366 TOTCINSA.INTEREST_mva200 Business Loans (Weekly, NSA) Adjusted Interest Burdens 200 Day MA
7371 TOTCINSA.INTEREST.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP
7375 TOTCINSA.INTEREST.by.GDP_mva365 Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 365 Day MA
7376 TOTCINSA.INTEREST.by.GDP_mva200 Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 200 Day MA
7378 W875RX1.by.GDP_YoY Real Personal Income Normalized by GDP Year over Year
7380 W875RX1.by.GDP_YoY5 Real Personal Income Normalized by GDP 5 Year over 5 Year
7381 W875RX1.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Personal Income Normalized by GDP
7383 W875RX1.by.GDP_SmoothDer Derivative of Smoothed Real Personal Income Normalized by GDP
7384 W875RX1.by.GDP_Log Log of Real Personal Income Normalized by GDP
7387 W875RX1.by.GDP_mva050 Real Personal Income Normalized by GDP 50 Day MA
7388 A065RC1A027NBEA.by.GDP_YoY Personal Income (NSA) Normalized by GDP Year over Year
7390 A065RC1A027NBEA.by.GDP_YoY5 Personal Income (NSA) Normalized by GDP 5 Year over 5 Year
7393 A065RC1A027NBEA.by.GDP_SmoothDer Derivative of Smoothed Personal Income (NSA) Normalized by GDP
7398 PI.by.GDP_YoY Personal Income (SA) Normalized by GDP Year over Year
7401 PI.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Personal Income (SA) Normalized by GDP
7403 PI.by.GDP_SmoothDer Derivative of Smoothed Personal Income (SA) Normalized by GDP
7404 PI.by.GDP_Log Log of Personal Income (SA) Normalized by GDP
7406 PI.by.GDP_mva200 Personal Income (SA) Normalized by GDP 200 Day MA
7407 PI.by.GDP_mva050 Personal Income (SA) Normalized by GDP 50 Day MA
7409 A053RC1Q027SBEA.by.GDP_YoY4 National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 4 Year over 4 Year
7413 A053RC1Q027SBEA.by.GDP_SmoothDer Derivative of Smoothed National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP
7418 CPROFIT.by.GDP_YoY National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP Year over Year
7419 CPROFIT.by.GDP_YoY4 National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP 4 Year over 4 Year
7433 CONSUMERNSA.by.GDP_SmoothDer Derivative of Smoothed Consumer Loans Not Seasonally Adjusted divided by GDP
7434 CONSUMERNSA.by.GDP_Log Log of Consumer Loans Not Seasonally Adjusted divided by GDP
7435 CONSUMERNSA.by.GDP_mva365 Consumer Loans Not Seasonally Adjusted divided by GDP 365 Day MA
7436 CONSUMERNSA.by.GDP_mva200 Consumer Loans Not Seasonally Adjusted divided by GDP 200 Day MA
7437 CONSUMERNSA.by.GDP_mva050 Consumer Loans Not Seasonally Adjusted divided by GDP 50 Day MA
7438 RREACBM027NBOG.by.GDP_YoY Residental Real Estate Loans (Monthly, NSA) divided by GDP Year over Year
7439 RREACBM027NBOG.by.GDP_YoY4 Residental Real Estate Loans (Monthly, NSA) divided by GDP 4 Year over 4 Year
7440 RREACBM027NBOG.by.GDP_YoY5 Residental Real Estate Loans (Monthly, NSA) divided by GDP 5 Year over 5 Year
7444 RREACBM027NBOG.by.GDP_Log Log of Residental Real Estate Loans (Monthly, NSA) divided by GDP
7445 RREACBM027NBOG.by.GDP_mva365 Residental Real Estate Loans (Monthly, NSA) divided by GDP 365 Day MA
7446 RREACBM027NBOG.by.GDP_mva200 Residental Real Estate Loans (Monthly, NSA) divided by GDP 200 Day MA
7447 RREACBM027NBOG.by.GDP_mva050 Residental Real Estate Loans (Monthly, NSA) divided by GDP 50 Day MA
7448 RREACBM027SBOG.by.GDP_YoY Residental Real Estate Loans (Monthly, SA) divided by GDP Year over Year
7449 RREACBM027SBOG.by.GDP_YoY4 Residental Real Estate Loans (Monthly, SA) divided by GDP 4 Year over 4 Year
7450 RREACBM027SBOG.by.GDP_YoY5 Residental Real Estate Loans (Monthly, SA) divided by GDP 5 Year over 5 Year
7451 RREACBM027SBOG.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Monthly, SA) divided by GDP
7454 RREACBM027SBOG.by.GDP_Log Log of Residental Real Estate Loans (Monthly, SA) divided by GDP
7455 RREACBM027SBOG.by.GDP_mva365 Residental Real Estate Loans (Monthly, SA) divided by GDP 365 Day MA
7456 RREACBM027SBOG.by.GDP_mva200 Residental Real Estate Loans (Monthly, SA) divided by GDP 200 Day MA
7457 RREACBM027SBOG.by.GDP_mva050 Residental Real Estate Loans (Monthly, SA) divided by GDP 50 Day MA
7458 RREACBW027SBOG.by.GDP_YoY Residental Real Estate Loans (Weekly, SA) divided by GDP Year over Year
7461 RREACBW027SBOG.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, SA) divided by GDP
7463 RREACBW027SBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Weekly, SA) divided by GDP
7464 RREACBW027SBOG.by.GDP_Log Log of Residental Real Estate Loans (Weekly, SA) divided by GDP
7465 RREACBW027SBOG.by.GDP_mva365 Residental Real Estate Loans (Weekly, SA) divided by GDP 365 Day MA
7466 RREACBW027SBOG.by.GDP_mva200 Residental Real Estate Loans (Weekly, SA) divided by GDP 200 Day MA
7467 RREACBW027SBOG.by.GDP_mva050 Residental Real Estate Loans (Weekly, SA) divided by GDP 50 Day MA
7468 RREACBW027NBOG.by.GDP_YoY Residental Real Estate Loans (Weekly, NSA) divided by GDP Year over Year
7469 RREACBW027NBOG.by.GDP_YoY4 Residental Real Estate Loans (Weekly, NSA) divided by GDP 4 Year over 4 Year
7471 RREACBW027NBOG.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, NSA) divided by GDP
7473 RREACBW027NBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Weekly, NSA) divided by GDP
7474 RREACBW027NBOG.by.GDP_Log Log of Residental Real Estate Loans (Weekly, NSA) divided by GDP
7475 RREACBW027NBOG.by.GDP_mva365 Residental Real Estate Loans (Weekly, NSA) divided by GDP 365 Day MA
7476 RREACBW027NBOG.by.GDP_mva200 Residental Real Estate Loans (Weekly, NSA) divided by GDP 200 Day MA
7477 RREACBW027NBOG.by.GDP_mva050 Residental Real Estate Loans (Weekly, NSA) divided by GDP 50 Day MA
7479 UMDMNO.by.GDP_YoY4 Durable Goods (Monthly, NSA) divided by GDP 4 Year over 4 Year
7480 UMDMNO.by.GDP_YoY5 Durable Goods (Monthly, NSA) divided by GDP 5 Year over 5 Year
7485 UMDMNO.by.GDP_mva365 Durable Goods (Monthly, NSA) divided by GDP 365 Day MA
7489 DGORDER.by.GDP_YoY4 Durable Goods (Monthly, NSA) divided by GDP 4 Year over 4 Year
7493 DGORDER.by.GDP_SmoothDer Derivative of Smoothed Durable Goods (Monthly, NSA) divided by GDP
7494 DGORDER.by.GDP_Log Log of Durable Goods (Monthly, NSA) divided by GDP
7495 DGORDER.by.GDP_mva365 Durable Goods (Monthly, NSA) divided by GDP 365 Day MA
7496 DGORDER.by.GDP_mva200 Durable Goods (Monthly, NSA) divided by GDP 200 Day MA
7497 DGORDER.by.GDP_mva050 Durable Goods (Monthly, NSA) divided by GDP 50 Day MA
7498 ASHMA.by.GDP_YoY Home Mortgages (Quarterly, NSA) divided by GDP Year over Year
7499 ASHMA.by.GDP_YoY4 Home Mortgages (Quarterly, NSA) divided by GDP 4 Year over 4 Year
7500 ASHMA.by.GDP_YoY5 Home Mortgages (Quarterly, NSA) divided by GDP 5 Year over 5 Year
7511 ASHMA.INTEREST_Smooth Savitsky-Golay Smoothed (p=3, n=365) Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens
7515 ASHMA.INTEREST_mva365 Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 365 Day MA
7516 ASHMA.INTEREST_mva200 Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 200 Day MA
7521 ASHMA.INTEREST.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP
7525 ASHMA.INTEREST.by.GDP_mva365 Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP 365 Day MA
7526 ASHMA.INTEREST.by.GDP_mva200 Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP 200 Day MA
7534 CONSUMERNSA.INTEREST_Log Log of Consumer Loans (Not Seasonally Adjusted) Interest Burdens
7535 CONSUMERNSA.INTEREST_mva365 Consumer Loans (Not Seasonally Adjusted) Interest Burdens 365 Day MA
7536 CONSUMERNSA.INTEREST_mva200 Consumer Loans (Not Seasonally Adjusted) Interest Burdens 200 Day MA
7537 CONSUMERNSA.INTEREST_mva050 Consumer Loans (Not Seasonally Adjusted) Interest Burdens 50 Day MA
7544 CONSUMERNSA.INTEREST.by.GDP_Log Log of Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
7545 CONSUMERNSA.INTEREST.by.GDP_mva365 Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 365 Day MA
7546 CONSUMERNSA.INTEREST.by.GDP_mva200 Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 200 Day MA
7547 CONSUMERNSA.INTEREST.by.GDP_mva050 Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 50 Day MA
7554 TOTLNNSA_Log Log of Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
7555 TOTLNNSA_mva365 Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 365 Day MA
7556 TOTLNNSA_mva200 Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 200 Day MA
7557 TOTLNNSA_mva050 Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 50 Day MA
7560 TOTLNNSA.by.GDP_YoY5 Total Loans Not Seasonally Adjusted divided by GDP 5 Year over 5 Year
7561 TOTLNNSA.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted divided by GDP
7564 TOTLNNSA.by.GDP_Log Log of Total Loans Not Seasonally Adjusted divided by GDP
7565 TOTLNNSA.by.GDP_mva365 Total Loans Not Seasonally Adjusted divided by GDP 365 Day MA
7566 TOTLNNSA.by.GDP_mva200 Total Loans Not Seasonally Adjusted divided by GDP 200 Day MA
7567 TOTLNNSA.by.GDP_mva050 Total Loans Not Seasonally Adjusted divided by GDP 50 Day MA
7571 TOTLNNSA.INTEREST_Smooth Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted Interest Burdens
7575 TOTLNNSA.INTEREST_mva365 Total Loans Not Seasonally Adjusted Interest Burdens 365 Day MA
7576 TOTLNNSA.INTEREST_mva200 Total Loans Not Seasonally Adjusted Interest Burdens 200 Day MA
7581 TOTLNNSA.INTEREST.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP
7585 TOTLNNSA.INTEREST.by.GDP_mva365 Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 365 Day MA
7586 TOTLNNSA.INTEREST.by.GDP_mva200 Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 200 Day MA
7589 WRESBAL.by.GDP_YoY4 Reserve Balances with Federal Reserve Banks Divided by GDP 4 Year over 4 Year
7593 WRESBAL.by.GDP_SmoothDer Derivative of Smoothed Reserve Balances with Federal Reserve Banks Divided by GDP
7598 EXCSRESNW.by.GDP_YoY Excess Reserves of Depository Institutions Divided by GDP Year over Year
7599 EXCSRESNW.by.GDP_YoY4 Excess Reserves of Depository Institutions Divided by GDP 4 Year over 4 Year
7603 EXCSRESNW.by.GDP_SmoothDer Derivative of Smoothed Excess Reserves of Depository Institutions Divided by GDP
7615 WLRRAL.by.GDP_mva365 Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP 365 Day MA
7616 WLRRAL.by.GDP_mva200 Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP 200 Day MA
7625 SOFR99.minus.SOFR1_mva365 Secured Overnight Financing Rate: 99th Percentile - 1st Percentile 365 Day MA
7631 EXPCH.minus.IMPCH_Smooth Savitsky-Golay Smoothed (p=3, n=365) U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
7633 EXPCH.minus.IMPCH_SmoothDer Derivative of Smoothed U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
7634 EXPCH.minus.IMPCH_Log Log of U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
7635 EXPCH.minus.IMPCH_mva365 U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 365 Day MA
7636 EXPCH.minus.IMPCH_mva200 U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 200 Day MA
7637 EXPCH.minus.IMPCH_mva050 U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 50 Day MA
7640 EXPMX.minus.IMPMX_YoY5 5 Year over 5 Year
7644 EXPMX.minus.IMPMX_Log Log of
7649 SRPSABSNNCB.by.GDP_YoY4 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 4 Year over 4 Year
7650 SRPSABSNNCB.by.GDP_YoY5 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 5 Year over 5 Year
7653 SRPSABSNNCB.by.GDP_SmoothDer Derivative of Smoothed Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
7654 SRPSABSNNCB.by.GDP_Log Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
7660 ASTLL.by.GDP_YoY5 All sectors; total loans; liability, Level (NSA) Divided by GDP 5 Year over 5 Year
7661 ASTLL.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) All sectors; total loans; liability, Level (NSA) Divided by GDP
7664 ASTLL.by.GDP_Log Log of All sectors; total loans; liability, Level (NSA) Divided by GDP
7665 ASTLL.by.GDP_mva365 All sectors; total loans; liability, Level (NSA) Divided by GDP 365 Day MA
7666 ASTLL.by.GDP_mva200 All sectors; total loans; liability, Level (NSA) Divided by GDP 200 Day MA
7667 ASTLL.by.GDP_mva050 All sectors; total loans; liability, Level (NSA) Divided by GDP 50 Day MA
7670 ASFMA.by.GDP_YoY5 All sectors; farm mortgages; asset, Level (NSA) Divided by GDP 5 Year over 5 Year
7673 ASFMA.by.GDP_SmoothDer Derivative of Smoothed All sectors; farm mortgages; asset, Level (NSA) Divided by GDP
7683 ASFMA.by.ASTLL_SmoothDer Derivative of Smoothed All sectors; total loans Divided by farm mortgages
7691 ASFMA.INTEREST_Smooth Savitsky-Golay Smoothed (p=3, n=365) Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens
7695 ASFMA.INTEREST_mva365 Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 365 Day MA
7696 ASFMA.INTEREST_mva200 Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 200 Day MA
7701 ASFMA.INTEREST.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP
7705 ASFMA.INTEREST.by.GDP_mva365 Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 365 Day MA
7706 ASFMA.INTEREST.by.GDP_mva200 Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 200 Day MA
7708 FARMINCOME.by.GDP_YoY Farm Income (Annual, NSA) Divided by GDP Year over Year
7713 FARMINCOME.by.GDP_SmoothDer Derivative of Smoothed Farm Income (Annual, NSA) Divided by GDP
7719 BOGMBASE.by.GDP_YoY4 BOGMBASE Divided by GDP 4 Year over 4 Year
7723 BOGMBASE.by.GDP_SmoothDer Derivative of Smoothed BOGMBASE Divided by GDP
7729 WALCL.by.GDP_YoY4 All Federal Reserve Banks: Total Assets Divided by GDP 4 Year over 4 Year
7738 ECBASSETS.by.EUNNGDP_YoY Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP Year over Year
7743 ECBASSETS.by.EUNNGDP_SmoothDer Derivative of Smoothed Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
7754 DGS30TO10_Log Log of Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7764 DGS10TO1_Log Log of Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1)
7773 DGS10TO2_SmoothDer Derivative of Smoothed Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
7774 DGS10TO2_Log Log of Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
7784 DGS10TOTB3MS_Log Log of Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS)
7794 DGS10TODTB3_Log Log of Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3)
7803 DGS10ByAAA_SmoothDer Derivative of Smoothed AAA ratio to 10 year treasury (AAA/DGS10)
7820 UNEMPLOYBYPOPTHM_YoY5 Unemployment level, seasonally adjusted / Population 5 Year over 5 Year
7821 UNEMPLOYBYPOPTHM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Unemployment level, seasonally adjusted / Population
7835 NPPTTLBYPOPTHM_mva365 ADP Private Employment / Population 365 Day MA
7838 U6toU3_YoY U6RATE minums UNRATE Year over Year
7848 CHRISCMEHG1.by.PPIACO_YoY Copper, $/lb, Normalized by commodities producer price index Year over Year
7851 CHRISCMEHG1.by.PPIACO_Smooth Savitsky-Golay Smoothed (p=3, n=365) Copper, $/lb, Normalized by commodities producer price index
7853 CHRISCMEHG1.by.PPIACO_SmoothDer Derivative of Smoothed Copper, $/lb, Normalized by commodities producer price index
7854 CHRISCMEHG1.by.PPIACO_Log Log of Copper, $/lb, Normalized by commodities producer price index
7857 CHRISCMEHG1.by.PPIACO_mva050 Copper, $/lb, Normalized by commodities producer price index 50 Day MA
7858 CHRISCMEHG1.by.CPIAUCSL_YoY Copper, $/lb, Normalized by consumer price index Year over Year
7863 CHRISCMEHG1.by.CPIAUCSL_SmoothDer Derivative of Smoothed Copper, $/lb, Normalized by consumer price index
7879 DCOILWTICO.by.PPIACO_YoY4 Crude Oil - WTI, $/bbl, Normalized by producer price index c.o. 4 Year over 4 Year
7884 DCOILWTICO.by.PPIACO_Log Log of Crude Oil - WTI, $/bbl, Normalized by producer price index c.o.
7891 LBMAGOLD.USD_PM.by.PPIACO_Smooth Savitsky-Golay Smoothed (p=3, n=365) Gold, USD PM/Troy Ounce, Normalized by commodities producer price index
7892 LBMAGOLD.USD_PM.by.PPIACO_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Gold, USD PM/Troy Ounce, Normalized by commodities producer price index
7893 LBMAGOLD.USD_PM.by.PPIACO_SmoothDer Derivative of Smoothed Gold, USD PM/Troy Ounce, Normalized by commodities producer price index
7897 LBMAGOLD.USD_PM.by.PPIACO_mva050 Gold, USD PM/Troy Ounce, Normalized by commodities producer price index 50 Day MA
7903 LBMAGOLD.USD_PM.by.CPIAUCSL_SmoothDer Derivative of Smoothed Gold, USD/Troy OUnce, Normalized by consumer price index
7911 LBMAGOLD.USD_PM.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Gold, USD/Troy OUnce, Normalized by GDP
7913 LBMAGOLD.USD_PM.by.GDP_SmoothDer Derivative of Smoothed Gold, USD/Troy OUnce, Normalized by GDP
7924 GDP.by.GDPDEF_Log Log of Nominal GDP Normalized by GDP def
7925 GDP.by.GDPDEF_mva365 Nominal GDP Normalized by GDP def 365 Day MA
7926 GDP.by.GDPDEF_mva200 Nominal GDP Normalized by GDP def 200 Day MA
7927 GDP.by.GDPDEF_mva050 Nominal GDP Normalized by GDP def 50 Day MA
7929 GSG.Close.by.GDPDEF_YoY4 GSCI Commodity-Indexed Trust, Normalized by GDP def 4 Year over 4 Year
7935 GSG.Close.by.GDPDEF_mva365 GSCI Commodity-Indexed Trust, Normalized by GDP def 365 Day MA
7945 GSG.Close.by.GSPC.Close_mva365 GSCI Commodity-Indexed Trust, Normalized by S&P 500 365 Day MA
7955 GDPBYPOPTHM_mva365 GDP/Population 365 Day MA
7956 GDPBYPOPTHM_mva200 GDP/Population 200 Day MA
7963 GDPBYCPIAUCSL_SmoothDer Derivative of Smoothed GDP divided by CPI
7973 GDPBYCPIAUCSLBYPOPTHM_SmoothDer Derivative of Smoothed GDP divided by CPI/Population
7993 QQQ.CloseBYMDY.Close_SmoothDer Derivative of Smoothed QQQ by MDY
8004 GSPC.DailySwing_Log Log of S&P 500 (^GSPC) Daily Swing: (High - Low) / Open
8013 GSPC.Open.by.GDPDEF_SmoothDer Derivative of Smoothed S&P 500 (^GSPC) Open divided by GDP deflator
8019 GSPC.Close.by.GDPDEF_YoY4 S&P 500 (^GSPC) Close divided by GDP deflator 4 Year over 4 Year
8023 GSPC.Close.by.GDPDEF_SmoothDer Derivative of Smoothed S&P 500 (^GSPC) Close divided by GDP deflator
8034 HNFSUSNSA.minus.HSN1FNSA_Log Log of Houses for sale - houses sold
8035 HNFSUSNSA.minus.HSN1FNSA_mva365 Houses for sale - houses sold 365 Day MA
8036 HNFSUSNSA.minus.HSN1FNSA_mva200 Houses for sale - houses sold 200 Day MA
8037 HNFSUSNSA.minus.HSN1FNSA_mva050 Houses for sale - houses sold 50 Day MA
8043 MSPUS.times.HOUST_SmoothDer Derivative of Smoothed New privately owned units start times median price
8054 MSPUS.times.HNFSUSNSA_Log Log of New privately owned 1-family units for sale times median price
8055 MSPUS.times.HNFSUSNSA_mva365 New privately owned 1-family units for sale times median price 365 Day MA
8056 MSPUS.times.HNFSUSNSA_mva200 New privately owned 1-family units for sale times median price 200 Day MA
8057 MSPUS.times.HNFSUSNSA_mva050 New privately owned 1-family units for sale times median price 50 Day MA
8063 MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S_SmoothDer Derivative of Smoothed Median home price times new and existing houses sold
8073 MSPUS.times.HSN1FNSA.plusEXHOSLUSM495S.by.GDP_SmoothDer Derivative of Smoothed New and existing home sales volume
8084 GSPC.Open_mva050_mva200 S&P 500 50 SMA - 200 SMA
8085 GSPC.Open_mva050_mva200_sig Sell Signal S&P 500 50 SMA - 200 SMA
8086 MULTPLSP500PERATIOMONTH_Mean S&P 500 TTM P/E Average (Excludes Values Greater Than 50)

Equities

Equity indexes normalized by GDP

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

The last two years compare favorably with the period around the late 1950’s. Need to dig into this one.

datay <- "GSPC.Close"
ylim <- c(2000, d.GSPC.max)
my.data <- plotSimilarPeriods(df.data, dfRecession, df.symbols, datay, ylim, i.window = 60)
my.data[[1]]

Look at how the different segments of the market move

datay <- "GSPC.CloseBYMDY.Close_YoY"
ylim <- c(-50, 75)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)

datay <- "GSPC.CloseBYMDY.Close"
ylim <- c(0, 20)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)

S&P 500 Normalized moving average

Look at moving average relationship by dividing the S&P 500 open price by the 200 day SMA.

datay <- "GSPC.Open_mva200_Norm"
ylim <- c(50, 125)
dt.start = as.Date('2008-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Crossovers

Look at the 50 DMA versus 200 DMA, often used as a technical indicator of market direction.

datay <- "GSPC.Open_mva050_mva200"
ylim <- c(-300, 300)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)

datay <- "GSPC.Open_mva050_mva200_sig "
ylim <- c(0.0, 1.0)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)

S&P 500 TTM P/E

Take a look at some of the earnings trends from SilverBlatt’s sheet.

## New names:
## * `` -> ...2
## * `` -> ...5
## * `` -> ...8
## New names:
## * `` -> ...2
## * `` -> ...5
## * `` -> ...8
## New names:
## * `` -> ...2
## * `` -> ...5
## * `` -> ...8
## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * `` -> ...6
## * ...

Take a longer look back at as-reported and operating earnings

Market prices can out-run earnings so take a look at price to earnings.

Focus on some of the more recent activity

S&P 500 Sales

datay <- "MULTPLSP500SALESQUARTER"
ylim <- c(500, 2000)
dt.start <- as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

datay <- "MULTPLSP500SALESQUARTER"
ylim <- c(500, 2000)
dt.start = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Unit Profits

The series peaks in the middle of a bull market.

S&P 500 dividends

12-month real dividend per share inflation adjusted November, 2018 dollars. Data courtesy Standard & Poor’s and Robert Shiller.

https://www.quandl.com/data/MULTPL/SP500_DIV_MONTH-S-P-500-Dividend-by-Month

Evaluate year over year dividend growth.

Real value dividend growth.

datay <- "MULTPLSP500DIVMONTH_YoY"
ylim <- c(-40, 20)
dtStart = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

S&P 500 dividend yield (12 month dividend per share)/price. Yields following September 2018 (including the current yield) are estimated based on 12 month dividends through September 2018, as reported by S&P. Sources: Standard & Poor’s for current S&P 500 Dividend Yield. Robert Shiller and his book Irrational Exuberance for historic S&P 500 Dividend Yields.

https://www.quandl.com/data/MULTPL/SP500_DIV_YIELD_MONTH-S-P-500-Dividend-Yield-by-Month

datay <- "MULTPLSP500DIVYIELDMONTH"
ylim <- c(0, 12)
dtStart = as.Date('1950-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

datay <- "MULTPLSP500DIVYIELDMONTH"
ylim <- c(1, 4)
dtStart = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

S&P 500 Volume

The log of the S&P volume has some interesting patterns, but nothing that seems to help with a recession indicator.

That is one spiky data series. Not sure there is a lot to help us here.

Russell 2000

Take a look at recent activity in the small cap market.

S&P 500 to Rusell 2000

Thirty day movement

Correlation

## Warning in max.default(structure(numeric(0), class = "Date"),
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## Warning in min.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to min;
## returning Inf

S&P 500 to MDY (Mid-cap) 2000 Correlation

datay1 <- "RLG.Open"
ylim1 <- c(0, 2500)

datay2 <- "MDY.Open"
ylim2 <- c(0, 500)

dtStart <- as.Date("1jan2003","%d%b%Y")

w <- 30
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)
## Warning in max.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to max;
## returning -Inf
## Warning in min.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to min;
## returning Inf

Dividend Stocks

This is an interesting series, they should perform better through the recessions. Unfortunately they are short lived so there is not much data so this is more of a place holder for now.

datay <- "NOBL.Open"
ylim <- c(40, 110)
dt.start <- as.Date('2014-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Margin and option data

NYSE Margin Debt

Taking a look at margin debt. NYXDATA stopped providing NYSE margin debt data on Dec 2017. Data is available from FINRA, but it includes more accounts than the data did for NYXdata. I stitched togeter the data sets: data after Jan 2010 include NYSE+Others, data prior is just NYSE account data scaled up to match the FINRA data.

It tends to creep up when there is a frenzy in the stock market.

datay <- "FINRAMarginDebt_Log"
ylim <- c(5, 15)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Take a close look at recent activity

Sometimes it is more helpful to view year over year growth.

More near-term trend.

Take a look at some of the correlations

datay1 <- "FINRAMarginDebt_YoY"
ylim1 <- c(-100, 100)

datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 100)

dtStart <- as.Date("1jan1995","%d%b%Y")

w <- 90
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

Comparison to the Russell 2000

datay1 <- "FINRAMarginDebt_YoY"
ylim1 <- c(-100, 100)

datay2 <- "RLG.Close_YoY"
ylim2 <- c(-100, 100)

dtStart <- as.Date("1jan1995","%d%b%Y")

w <- 90
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

OCC Options Volumes

See what is happening with the options volumes for equities. (From: https://www.theocc.com/webapps/historical-volume-query)

Looks like options on non-equity co-occurs with peaks/troughs?.

Market Volatility

Take a look at some of the indications of market volatility

CBOE VIX

As markets become complacent (low VIX) and high values, peaks often occur.

Compare the VIX to some of the ETF’s out there.

There

Not much predictive in VIX, take a quick look at the smoothed derivative.

S&P Daily Swings

Daily changes in the S&P should correlate well with the VIX.

More of a correlating series than a predictor.

Employment and payrolls

Unemployment rates

Unemployment rates will probably be useful, let’s take a look at the U-3. The data is a little noisy so there is also a smoothed version plotted. There seems to be a relationship between the unemployment rate and the recessions, but it could be a lagging indicator. This will be explored a little bit more later.

Suggested by Charlie and a Wealthian video the 12 month-MA might be helpful to look at.

Looking at the unemployment rate, the eye is drawn to the rise and fall of the data, this suggests that the derivative might be helpful as well. The figure below shows the results, using a Savitzky-Golay FIR filter. It looks like the unemployment rate peaks in the middel of the recession. That peak might be a good buy signal.

Continuing Claims

A good measure of how much unemployment is growing.

Continued claims, also referred to as insured unemployment, is the number of people who have already filed an initial claim and who have experienced a week of unemployment and then filed a continued claim to claim benefits for that week of unemployment. Continued claims data are based on the week of unemployment, not the week when the initial claim was filed

https://fred.stlouisfed.org/series/CCNSA

A good measure of how much unemployment is growing

Initial Claims

A good measure of how much unemployment is growing.

An initial claim is a claim filed by an unemployed individual after a separation from an employer. The claim requests a determination of basic eligibility for the Unemployment Insurance program.

https://fred.stlouisfed.org/series/ICSA

Unemployment rates, year-over-year

Both the headline unemployment and U-6 number changes are similar. During the upswing on the cycle it does look like the headline number falls faster than U-6

The second derivative of the unemployment rate does have zero crossings near the middle point of a recession. This would make it a helpful buy signal for the trading strategy.

Unemployment rates, similar periods

Historically the last two years of record low unemployment appear most similar to the 1971-1973 time frame. Just before inflation took off.

Unemployment rates, U-6 and headline number.

Let’s also take a look at the total unemployed, U-6. It continues to fall as the headline number stabilizes as people return to the work force. An indicator the cycle is beginning to top out.

Difference between U6 and U3 to see how close the economy is getting to full employment.

Unemployment and market bottoms

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## replace the existing scale.

Initial jobless claims

We will also take a look at initial jobless claims, this should start to rise just before the unemployment rate.

It looks like the jobless claim tend to peak more towards the end of the recession. It does not seem to be as strong of a sell indicator as the U-3 rate.

Jobless claims have a seasonal component to them. One way to reduce this effect is to calculate year over year growth. That helps some, the peaks seem to be more closely aligned with the middle to end of recessions.

Take a closer look at recent data

## Warning: Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

Take a look at the percentage of the population looking for work

A bit more recent trend

Unemployment Level

ADP data here. comes out before the official numbers.

Look at the year-over-year change in ADP.

ADP data divided by the population

Payrolls

Look at the BLS data on payrolls. Check the NSA series, then we will look at YoY data.

Hours worked

Sparked by an article at Mises (https://mises.org/wire/how-alexandria-ocasio-cortez-misunderstands-american-poverty), take a look at average weekly hours

The time series is pretty lumpy, plot the YoY change

A more recent look at average weekly hours of production

Industrial Production

Industrial production is also known to fall during an economic downturm, let’s take a look at some of the data from the FRED on industrial production. It does seem to peak prior to a recession so let’s smooth and look at the derivative as it might be a good indicator as well.

Industrial production over the last ten years or so

The derivative isn’t bad, but it sometimes crosses zeros well into a recession. That is less helpful as either a buy or sell indicator. A better measure might year over year (YoY) change.

The year over year change has a similar appearance. The low values at the beginning make the year over year values larger than the more recent values. Seems like it will rank low a reliable indicator.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 12)

datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 50)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Retail Sales

Retail sales, aggregate

Retail sales also change during recession. As the plot below shows, it seems to follow the trend of industrial production. It might be too strongly correlated to add much to the model. The will be examined in the correlation section.

The derivative of retail sales is a little more erratic than is was the industrial products. Looks like it might be helpful to include in the model as well.

Retail sales, aggregate year-over-year

Take a look at year-over-year changes

Retail sales and unemployment correlations

Let’s see how that looks on year over year basis. Interesting to compare to unemployment rates there appears to a correlation over the long term.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

There is some similarity. The rolling correlation shows the inverse relationship prior to a recession.

datay1 <- "RSALESAGG_YoY"
ylim1 <- c(-12.5, 12.5)

datay2 <- "UNEMPLOY_YoY"
ylim2 <- c(-30, 150)

dtStart <- as.Date("1jan1970","%d%b%Y")

w <- 180
corrName <- calcRollingCorr(dfRecession,df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Retail sales correlation and industrial production

Industrial production and retail sales look very similar so the plot below shows the 360 correlation. The corerlation does tend to fall around a recession, although 2008 was so bad that they both fell together. Not sure if it is that useful.

datay1 <- "INDPRO"
ylim1 <- c(40, 125)

datay2 <- "RSALESAGG"
ylim2 <- c(100000, 200000)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 60
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

It is interesting to see the strong correlation; however, I suspect this is due to more to the shape of the trends. How do the YoY correlations look? They are a little less correlated, probably better to use in the machine learning later.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 20)

datay2 <- "RSALESAGG_YoY"
ylim2 <- c(-20, 20)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Advance Retail Sales

This is an advanced estimate of the retail sales value.

Also take a look at year over year

Retail sales and the labor market

Income

Real Personal Income

Real Personal Income (Excluding Transfer, Annual)

During a recession real personal income falls. In the plot the peaks can be seen prior to each recession.

datay <- "W875RX1"
ylim <- c(3000, 15000)
plotSingleQuickModern(datay, ylim)

The features we are interested in are the peaks and valleys so we’ll use the derivative to get to those. Interesting, there is usually a first zero crossing before a recession and a second during or just after the recession.

Real personal income might have some seasonal variance, but it seems the year over year change tells the same story.

Price and cost measures

This section shows price and cost measures.

Two commonly used indexes are the CPI (consumer price index) and PPI (producer price index). CPI tries to show final prices paid for goods and services by urban U.S. consumers. This index includes sales tax and imports. The PPI attempts to reflect the prices paid at all stages of production, including goods and services purchases as inputs as well as goods and services purchased by consumers from retail and producer sellers. The PPI does not include imports or sales tax. The CPI reflects all rebates and financing plans wherease the PPI reflects only those rebate and financing plans provided by the producer. For example if an automotive manufacturer offers a rebate of $500 and the dealer offers an additional rebate of $500 then the PPI would reflect only the automotive manufacturer rebate, but the CPI would reflect both rebates.

Sources; https://www.bls.gov/opub/hom/pdf/cpihom.pdf and https://www.bls.gov/opub/hom/pdf/ppi-20111028.pdf.

Consumer price index

What does CPI look like?

datay <- "CPIAUCSL"
ylim <- c(0, 300)
plotSingleQuickModern(datay, ylim)

Check out the YoY growth

datay <- "CPIAUCSL_YoY"
ylim <- c(-2, 15)
plotSingleQuickModern(datay, ylim)

CPI to PPI

Suggested by Charlie, it can be helpful to look at the relationship between producer prices and consumer prices.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Producer Price Index (Commodities)

Commodities

Basket

Take a look at some trends of baskets of commodities.

This plot examines commodity performance relative to the GDP deflator

Crude oil

Look at a trend of West Texas Intermediate (WTI)

This is ticker data from yahoo

Take a look at both WTI and Brent crude.

Real price of crude using producer price index for commodities

Gold

As risks increase investors often flock to safe haven assets like gold. An up-tick in prices can indicate investor uncertainty. This can be seen in the nominal price plot around 1980 and again in 2007.

This plots out the real price of gold by two different deflators. PPI corrected price is a little higher, to be expected since CPI also includes the effects of sales tax and imports. The spike in 1980 is especially pronounced in this series.

See how nominal and real prices look year over year. From the long-term view seems like there is little difference in the three series. Although not shown, even over the near-term there is little difference in the series.

See how gold correlates with the VIX. Both gold and VIX should respond to investor axiety, but it doesn’t look like it correlates very well.

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 242 rows containing non-finite values (stat_smooth).

Copper

Dr. Copper has a reputation as an indicator of economic malaise, but it does not seem to have much of a correlation with the recessions. The series below is from CME via Quandl. It has a lot of data so I am also looking at the smoothed version.

Copper is one of the commodities in the PPI so it is a bit of a proxy for how copper is doing relative to the basket of commodities.

The change in prices, year over year, do generally peak prior to a recession. The time and shape of this peak varies, but it still might be helpful. A couple of the large troughs do seem to correlate with the end of the recession. Likely this is because industrial production has also fallen.

There is some correlation between copper and the smooth recession initiator, especially at the end of the recession.

Might be easier to see correlation in a dot plot format.

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 342 rows containing non-finite values (stat_smooth).

This is a legacy series from FRED. It has not been updated in a couple of years so I am assuming it will go away.

Oil Services

Amazing events in the first half of 2020, take a look at those

See how the players are doing

Federal Reserve

The federal reserve has an impact on the economy, here are some data series relating to that.

Little bit closer

datay <- "WALCL"
ylim <- c(0, 10000)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Federal Reserve Reverse Repo Agreements

Compare liabilities to reverse repo trends

Take a look at more recent trends

Spiky, might be easier to look at year-over-year

Normalized by GDP

datay <- "WLRRAL.by.GDP"
ylim <- c(0, 4)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Overnight Bank Funding Rate

“The overnight bank funding rate is calculated using federal funds transactions and certain Eurodollar transactions. The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises, while the Eurodollar market consists of unsecured U.S. dollar deposits held at banks or bank branches outside of the United States. U.S.-based banks can also take Eurodollar deposits domestically through international banking facilities (IBFs). The overnight bank funding rate (OBFR) is calculated as a volume-weighted median of overnight federal funds transactions and Eurodollar transactions reported in the FR 2420 Report of Selected Money Market Rates. Volume-weighted median is the rate associated with transactions at the 50th percentile of transaction volume. Specifically, the volume-weighted median rate is calculated by ordering the transactions from lowest to highest rate, taking the cumulative sum of volumes of these transactions, and identifying the rate associated with the trades at the 50th percentile of dollar volume. The published rates are the volume-weighted median transacted rate, rounded to the nearest basis point.” https://www.newyorkfed.org/markets/obfrinfo.

Secured Overnight Financing Rate

“The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The SOFR includes all trades in the Broad General Collateral Rate plus bilateral Treasury repurchase agreement (repo) transactions cleared through the Delivery-versus-Payment (DVP) service offered by the Fixed Income Clearing Corporation (FICC), which is filtered to remove a portion of transactions considered “specials” " https://apps.newyorkfed.org/markets/autorates/sofr

Take a look at the variation (99th - 1st percentile)

Reserve Balances with Federal Reserve Banks

Hard to get a sense of these series in the absolute. Take a look relative to GDP.

By double entry book-keeping reserves+loans (assets) = deposit (liabilities). Does that really work?

Correlation Between Reserves and Total Loans

As reserves increase there should be less lending. That correlation generally holds.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Did the reserve balances increase after the 2016 and 2018 drops? Not in the same way. There are some relationships between the equities market and the reserves though.

Explicitly correlate reserve balances and total loans. It is a weak and noisy correlation.

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 990 rows containing non-finite values (stat_smooth).

Interest on excess reserves

Monetary Base

Currency trend, base

This used to trend along with GDP. It doesn’t anymore.

Money supplies

Basic currency trend (currency component of M1)

datay <- "WCURRNS_YoY"
dtStart = as.Date('1980-01-01')
ylim <- c(0, 17)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

datay <- "WCURRNS_YoY"
dtStart = as.Date('2000-01-01')
ylim <- c(0, 20)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

The rate of change of money supply could be an indicator of a recession. Let’s see how that compares.

Intervention in the repo market

The federal reserve provides liquidity to the repo market, summary of that action

European central bank

The European central band (ECB) has taken a different path compared to the US Federal Reserve bank.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Federal Debt

The government is a big driver of the economy, let’s see what it is doing in the debt markets.

datay <- "GFDEBTN"
ylim <- c(0, 35000000)
plotSingleQuick(dfRecession, df.data, datay, ylim)

datay <- "GFDEBTN_Log"
ylim <- c(12, 18)
plotSingleQuick(dfRecession, df.data, datay, ylim)

datay <- "GFDEBTN_YoY"
ylim <- c(-10, 25)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Federal debt as percent GDP

datay <- "GFDEGDQ188S"
ylim <- c(30, 150)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Federal deficit as percent GDP

datay <- "FYFSGDA188S"
ylim <- c(-30, 5)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Charlie Hatch has a nice format of deficit versus debt:

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Nonfinancial Corporate Business Debt

What about Nonfinancial corporate business and debt securities? Hopefully this doesn’t follow the business loan trends.

That is crazy steep. Time for a log format, see if that brings out the peaks and troughs. That’s a litte better, it looks like there might be a change in slope prior to the recessions.

The derivative doesn’t seem to be much help. There is not much correlation between the zero crossings and the NEBR recessions.

Debt cycle

This analysis roughly follows the ideas in Big Debt Crises book by Ray Dalio.

Total loans

One business cycle theory describes recessions as a market adjustment to mis-allocated assets, often fueled by an credit expansion. That makes the volume of loans an interesting feature to look at. In the presentation of data it looks like the great recession had the largest impact.

Plotting the year over year growth rate helps pull out those small changes in the early years in the data. Peaks can be seen prior to most recessions.

Zoom in to the last couple of decades

As long term interest rates rise, loans should start to tick down. To check this, the total loans and 10 to 1 year spreads are plotted. This is generally the trend observed.

There is a good correlation between these two variables. This next section plots that correction explicitly.

Total loans as percent of GDP

This is the total loans. I think the picture is too broad to point to a specific sector of the economy. The debt burden assumes interest rates are tied to the 10-year treasury: (TOTLNNSA * DGS10) / 100

Commercial and industral loans

Business loans should slow before the recession (a contraction in credit as rates rise).

Commercial and industrial loans as percent of GDP and and income

Look at business debt normalized by GDP over the entire time series. This ratio often peaks at the mid-point of a recession.

https://www.wsj.com/articles/this-isnt-your-fathers-corporate-bond-market-11590574555

“Bonds are behaving more like bank debt, which tends to remain stable or even increase at the onset of recessions, as lenders keep distressed clients afloat—and only later turn off the taps. This was confirmed by a recent report from the Bank for International Settlements. It also found a tight link between this lending cycle and the “real” economy’s booms and busts."

I assume that interest is related to the 10-year treasure: (TOTCINSA * DGS10) / 100

Farm loans

See how the farming sector is fairing.

Real estate loans

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

This gives a big picture, but makes it hard to connect the loans with the income needed to cover those loans. In the next section, loans will be broken up by commercial and residential.

Real Estate (Residential)

In absolute terms the mortgages have increased, but it does not appear to be out of line with the overall economy.

Normalized by GDP it is easier to see the peak in 2008 and that loan levels appear reasonable at the commercial banks. I updated this plot to include the estimated single-family home sales volume to give a sense of percentage of home sales that are cash.

Maybe the GSE’s are making loans. Take a look at the total mortgages from Z.1 as a percentage of GDP. That does not look too far off trend (ignoring that peak in 2008).

I am assuming that personal income is paying for the mortgages.

Real estate (residential) as percent of GDP and and income

## Warning: Removed 1 rows containing missing values (geom_text).

Consumer loans

Focusing on the consumer sector the growth in debt and incomes can be directly compared. Personal income, as a percent of GDP, remains nearly constant. It is not uncommon for the personal income to rise prior to a recession. Likely this reflect increasing asset prices and market returns. Also interesting to see the loans pick up after interest rates dropped in 1982.

Consumer loans as percent of GDP and and income

Take a closer look since the 2008 recession. Looks like loans are starting to slow as the interest burden rises and incomes remain stable. There are some anomolies in the A065RC1A027NBEA data series because it only updates onces a year. the PI series updates once a month but is noisier and seasonally adjusted. It also shows incomes rising in the middle of the 2008 recession, which doesn’t seem to be accurate.

## Warning: Removed 1 rows containing missing values (geom_text).
## Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

Repo market

This market went through some stress in 2008, it is happening again so setup some plots to watch it.

Nonfincial corporate business security repo asset level

Bonds

T-Bills and Yield Curve

Speaking of loans, interest rates also play into this. This analysis will focus on treasure bills. The 3-month is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.

datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 5.0)
dtStart = as.Date('2017-01-01')
p1 <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

# {r bond3monthlibor, echo=FALSE } # # datay <- "TB3MS" # datay_aux <- "USD1MTD156N" # ylim <- c(0, 12) # dtStart = as.Date('1985-01-01') # myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", # getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE) # myPlot <- myPlot + geom_line(data=df.data, aes_string(x="date", y=datay_aux, colour=shQuote(datay_aux)), na.rm = TRUE) # # myPlot # # Check out LIBOR and fed funds rate

The 1-year is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.

datay <- "DGS10"
datay.aux <- "TNX.Close"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

Close in, the trend towards inversion be more easily seen. I am also comparing data from the CBOE as well as FRED.

Bond yields are a good proxy for interest rates. As rates rise the theory goes that loans should decrease (inverse correlation).

And a longer window

The yield curve (30 year bond rate minus the 10 year bond rate) may not be a good recession indicator, but a collapse is not good (https://blogs.wsj.com/moneybeat/2018/04/30/theres-more-than-one-part-of-the-yield-curve-getting-flatter/).

The yield curve (10 year bond rate minus the 1 year bond rate) seems to a good indicator of an oncoming recession. It could be a buy indicator by itself.

More recent data

Just the last 24 months or so.

Plot the 10 Year to 3 month over a few decades to see what the outling cases look like

The last two year compare favorably with the period around the 2015-2016 turndown, driven primarily by slowing of the Chinese GDP. Not a debt-driven cycle.

This plot format was suggested by a mises.org article (https://mises.org/wire/yield-curve-accordion-theory), but they only went back to 1988. The date seemed arbitrary so I went back further in time.

Take a look at more recent data

Try looking at a 1-year average of the above time series

High quality bonds

datay <- "AAA"
ylim <- c(1.5, 10)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High quality bonds to 10-year treasury

High quality bonds long-term trend.

datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('1967-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High quality bonds near-term trend.

datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('2007-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High yield spread

“This data represents the Option-Adjusted Spread (OAS) of the ICE BofAML US Corporate A Index, a subset of the ICE BofAML US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. This subset includes all securities with a given investment grade rating A. The ICE BofAML OASs are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond‚Äôs OAS, weighted by market capitalization. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments.”

  • ICE Benchmark Administration Limited (IBA), ICE BofAML US Corporate A Option-Adjusted Spread [BAMLC0A3CA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLC0A3CA, July 4, 2019.
datay <- "BAMLC0A3CA"
ylim <- c(0, 7)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Municipal bond market

Suggest by a WSJ article, change in volume for high-risk muni’s. Doesn’t look like there is much too it yet.

https://www.wsj.com/articles/risky-municipal-bonds-are-on-a-hot-streak-11558949401?mod=hp_lead_pos3

datay <- "HYMB.Close"
ylim <- c(40, 62)
dtStart = as.Date('2011-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

datay <- "HYMB.Volume"
ylim <- c(0, 1750000)
p1.vol <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


datay <- "GSPC.Open"
datay_aux <- "GSPC.Close"
ylim <- c(1500, d.GSPC.max )
p2 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


grid.arrange(p1,
             p1.vol,
             p2,
             ncol = 1,
             top = "High Yield Muni's and S&P Price")

Total Loans and yield curve correlation

This relationship was suggest by Charlie and it is an interesting one. As the yield curve flattens (10-year and 1-year rates converge), total loans grow. The generalization is not always accurate, but it does fit.

## `geom_smooth()` using formula 'y ~ x'

I wanted to see how this looked compared to the 3 month

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 282 rows containing non-finite values (stat_smooth).

Consumer loans and yield curve correlation

Compared to business loans, consumer loans seem to have to response to the 10Y to 3M yield curve.

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 311 rows containing non-finite values (stat_smooth).

Business loans and yield curve correlation

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 102 rows containing non-finite values (stat_smooth).

That’s pretty good correlation. Let’s see what the rolling correlation looks like.

datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)

datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)

datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 720
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

One other items, let’s see how loans do versus the federal funds rate

## `geom_smooth()` using formula 'y ~ x'

Baker Hughes Rig Count

BEA Supplemental Estimates, Motor Vehicles

Definitions

Autos–all passenger cars, including station wagons.
Light trucks–trucks up to 14,000 pounds gross vehicle weight, including minivans and
sport utility vehicles. Prior to the 2003 Benchmark Revision light trucks were up to 10,000 pounds.
Heavy trucks–trucks more than 14,000 pounds gross vehicle weight.
Prior to the 2003 Benchmark Revision heavy trucks were more than 10,000 pounds.
Domestic sales–United States (U.S.) sales of vehicles assembled in the U.S., Canada, and Mexico.
Foreign sales–U.S. sales of vehicles produced elsewhere.
Domestic auto production–Autos assembled in the U.S.
Domestic auto inventories–U.S. inventories of vehicles assembled in the U.S., Canada, and Mexico.

TAble 6 - Light Vehicle and Total Vehicle Sales

Auto sales

A WSJ article suggested that auto sales might be a good indicator so bring that to the mix. It does have troughs that correlate with recessions

There might be some seasonal variance in the auto sales so lets take a look at the year over year. The data is pretty noisy, it probably will not make a very good indicator.

BEA Gross Domestic Product

Data in this section come from the Bureau of Economic Analysis.

Table 1.1.5. Gross Domestic Product

[Billions of dollars] Seasonally adjusted at annual rates

A191RC: Gross Domestic Product - Line 1

GDP numbers tend to lag so this series is truly an afterthought. But it does have some correlation with the recessions.

GDP does not reflect the capacity of the economy nor the efficiency. Shrinking capacity and lower prices at constant volumes would indicate improvements in effeciency/productivity which is good for the economy, but does not move the GDP upward.

Looks like the year over year change on the GDP should correlate well with unemployment.

Table 1.1.9. Implicit Price Deflators for Gross Domestic Product

[Index numbers, 2012=100] Seasonally adjusted

A191RD: Gross Domestic Product - Line 1

This is GDP price deflator series.

GDP normalized by CPI

Normalize GDP by CPI

Economic yield curve (GDP to 1-year treasury)

GDP versus the yield on the 1-year. This series was prompted by an article suggesting that the “economic yield curve” should be used to indicate a recession rather than an inverted yield curve. Less of indicator and more of concurrent confirmation of recession. Not sure why they would be related either.

Economic yield curve (GDP to 3-month treasury)

Same idea as above, but applied the 3-month treasury.This one has fewer false triggers, but is not as helpful as 10Y to 3M spread in predicting a recession.

A824RC: National defense Federal Gov’t Expenditures - Line 24

U.S. Bureau of Economic Analysis, Federal Government: National Defense Consumption Expenditures and Gross Investment [FDEFX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/FDEFX, April 6, 2021.

A825RC: Nondefense Federal Gov’t Expenditures - Line 25

U.S. Bureau of Economic Analysis, Federal Government: Nondefense Consumption Expenditures and Gross Investment [FNDEFX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/FNDEFX, April 6, 2021.

Table 6.16D. Corporate Profits by Industry

Select series from Table 6.16D

A051RC: Corporate profits with inventory and capital consumption adjustment

From BEA’s documentation (https://www.bea.gov/media/5671):

“BEA’s featured measure of corporate profits — profits from current production - provides a comprehensive and consistent economic measure of the income earned by all U.S. corporations. As such, it is unaffected by changes in tax laws, and it is adjusted for nonreported and misreported income. It excludes dividend income, capital gains and losses, and other financial flows and adjustments, such as deduction for “bad debt.” Thus, the NIPA measure of profits is a particularly useful analytical measure of the health of the corporate sector. For example, in contrast to other popular measures of corporate profits, the NIPA measure did not show the large run-up in profits during the late 1990s that was primarily attributable to capital gains.

Profits after tax with IVA and CCAdj is equal to corporate profits with IVA and CCAdj less taxes on corporate income. It provides an after-tax measure of profits from current production."

Data is Line 1 of Table 6.16D

A053RC: Corporate profits without inventory and capital consumption adjustment

Profits look a bit flat over the last several years in this series.

Table 2.6. Personal Income and Its Disposition, Monthly

Billions of dollars; months are seasonally adjusted at annual rates.

A065RC Personal Income - Line 1

BEA Account Code: A065RC

Personal income is the income that persons receive in return for their provision of labor, land, and capital used in current production and the net current transfer payments that they receive from business and from government.25 Personal income is equal to national income minus corporate profits with inventory valuation and capital consumption adjustments, taxes on production and imports less subsidies, contributions for government social insurance, net interest and miscellaneous payments on assets, business current transfer payments (net), current surplus of government enterprises, and wage accruals less disbursements, plus personal income receipts on assets and personal current transfer receipts. A Guide to the National Income and Product Accounts of the United States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf)

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Income [PI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PI, July 11, 2019.

DPCERC: Personal consumption expenditures (PCE) - Table 2.1, Line 29

BEA Account Code: DPCERC Personal consumption expenditures (PCE) is the primary measure of consumer spending on goods and services in the U.S. economy. 1 It accounts for about two-thirds of domestic final spending, and thus it is the primary engine that drives future economic growth. PCE shows how much of the income earned by households is being spent on current consumption as opposed to how much is being saved for future consumption. -https://www.bea.gov/system/files/2019-12/Chapter-5.pdf

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Consumption Expenditures [PCE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCE, June 12, 2020

DPCERG: Personal consumption expenditures Price Index (PCEPI) - Table 2.1, Line 29

BEA Account Code: DPCERG The gross domestic product price index measures changes in prices paid for goods and services produced in the United States, including those exported to other countries. Prices of imports are excluded. The gross domestic product implicit price deflator, or GDP deflator, basically measures the same things and closely mirrors the GDP price index, although the two price measures are calculated differently. The GDP deflator is used by some firms to adjust payments in contracts.

The gross domestic purchases price index is BEA’s featured measure of inflation for the U.S. economy overall. It measures changes in prices paid by consumers, businesses, and governments in the United States, including the prices of the imports they buy.

BEA’s closely followed personal consumption expenditures price index, or PCE price index, is a narrower measure. It looks at the changing prices of goods and services purchased by consumers in the United States. It’s similar to the Bureau of Labor Statistics’ consumer price index for urban consumers. The two indexes, which have their own purposes and uses, are constructed differently, resulting in different inflation rates.

The PCE price index is known for capturing inflation (or deflation) across a wide range of consumer expenses and for reflecting changes in consumer behavior. For example, if the price of beef rises, shoppers may buy less beef and more chicken. Also, BEA revises previously published PCE data to reflect updated information or new methodology, providing consistency across decades of data that’s valuable for researchers. The PCE price index is used primarily for macroeconomic analysis and forecasting. -https://www.bea.gov/resources/learning-center/what-to-know-prices-inflation

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Consumption Expenditures: Chain-type Price Index [PCEPI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCEPI, April 25, 2021.

A072RC: Personal Savings Rate - Line 35

Consumers tend to pull down their savings rates as unemployment decreases and market conditions improve. This series has tended to be unreliable due to the size of revisions during the comprehensive update carried out by the BEA. The last update on this series moved the rate from 4.2 to 6.7 percent.

(https://www.bloomberg.com/news/articles/2018-07-27/americans-have-been-saving-much-more-than-thought-new-data-show)

BEA Account Code: A072RC Personal saving as a percentage of disposable personal income (DPI), frequently referred to as “the personal saving rate,” is calculated as the ratio of personal saving to DPI. Personal saving is equal to personal income less personal outlays and personal taxes; it may generally be viewed as the portion of personal income that is used either to provide funds to capital markets or to invest in real assets such as residences.(https://www.bea.gov/national/pdf/all-chapters.pdf) A Guide to the National Income and Product Accounts of the United States (NIPA).

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Saving Rate [PSAVERT], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PSAVERT, July 9, 2019.

Take a closer look at the last decade

The relationship between personal savings and unemployment (U-3) can be better visualized with a scatter plot

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 195 rows containing non-finite values (stat_smooth).

The fit does not explain most of what is in the plot. Lets take a look at the rolling correlation.

datay1 <- "UNRATE"
ylim1 <- c(2, 12)

datay2 <- "PSAVERT"
ylim2 <- c(0, 35)

dtStart <- as.Date("1jan1985","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Personal savings to household net worth

A relationship between personal savings and household networth can be seen in a scatter plot. This was suggested by a WSJ article (https://blogs.wsj.com/dailyshot/2018/02/23/the-daily-shot-reasons-for-declining-u-s-household-savings-rate/).

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 844 rows containing non-finite values (stat_smooth).

U.S. Census Bureau

U.S. International Trade in Goods and Services (FT900)

U.S. Bureau of Economic Analysis and U.S. Census Bureau, U.S. Imports of Goods by Customs Basis from China [IMPCH], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/IMPCH, October 5, 2019.

New Houses Sold and For Sale by Stage of Construction and Median Number of Months on Sales Market

Read an article suggesting that housing sales and sales growth could be useful. FRED only has new home data so start there.

datay <- "HSN1FNSA"
ylim <- c(0, 200)
dtStart = as.Date('1964-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA"
ylim <- c(0, 600)
p2 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA.minus.HSN1FNSA"
ylim <- c(0, 600)
p3 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

grid.arrange(p1,
             p2,
             p3,
             ncol = 1,
             top = "New Housing Sales")

New housing yoy

New Privately-Owned Housing Units Authorized in Permit-Issuing Places

As provided by the Census, start occurs when excavation begins for the footings or foundation of a building. All housing units in a multifamily building are defined as being started when this excavation begins. Beginning with data for September 1992, estimates of housing starts include units in structures being totally rebuilt on an existing foundation.

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, Housing Starts: Total: New Privately Owned Housing Units Started [HOUST], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUST, June 13, 2020.

Take a look at privately owned starts

New Privately-Owned Houses Sold and For Sale

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, Median Sales Price of Houses Sold for the United States [MSPUS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/MSPUS, June 13, 2020.

Finally, take a look at starts times the median price

Durable Goods

Suggested Citation: U.S. Census Bureau, Manufacturers’ New Orders: Durable Goods [UMDMNO], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/UMDMNO, April 26, 2021.

Durable goods, not seasonally adjusted, divided by GDP

Durable goods, seasonally adjusted, divided by GDP

Federal reserve board H.8: Assets and Liabilities of Commercial Banks in the United States

Page 4: Not Seasonally adjusted, billions of dollars

Commercial and industrial loans, all commercial banks - Line 10

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

Suggested Citation: Board of Governors of the Federal Reserve System (US), Commercial and Industrial Loans, All Commercial Banks [BUSLOANS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BUSLOANS, July 11, 2019.

Taking a look at the difference in SA and NSA series. Seasonal adjustments do vary, but do not seem to be related to recessions.

The raw series is just too steep for any kind of machine learnine. This needs to be converted to log scale.

That’s a little better, let’s see what the smoothed derivative looks like.

That is odd…looks like this doesn’t cross zero unless we are getting close to, or into, a recession. The year over year tells about the same story. Might be a good indication of the end of a recession.

Consumer loans, all commercial banks - Line 20

Suggested Citation: Board of Governors of the Federal Reserve System (US), Consumer Loans, All Commercial Banks [CONSUMERNSA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/CONSUMERNSA, July 11, 2019.

That spike in consumer loans is due to

“April 9, 2010 (Last revised September 23, 2011): As of the week ending March 31, 2010, domestically chartered banks and foreign-related institutions had consolidated onto their balance sheets the following assets and liabilities of off-balance-sheet vehicles, owing to the adoption of FASB’s Financial Accounting Statements No. 166 (FAS 166),”Accounting for Transfers of Financial Assets," and No. 167 (FAS 167), “Amendments to FASB Interpretation No. 46(R).”

This included a consumer loans, credit cards and other revolving plans change of $321.9B. That was a lot of off-balance-sheet bank assets.

Deposits, All Commercial Banks, all commercial banks - Line 34

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

Suggested Citation: Board of Governors of the Federal Reserve System (US), Deposits, All Commercial Banks [DPSACBW027SBOG], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DPSACBW027SBOG, May 14, 2020.

Federal reserve board Z.1: Financial Accounts of the United States

From the FRED website (https://fred.stlouisfed.org/release?rid=52):

"The Financial Accounts (formerly known as the Flow of Funds accounts) are a set of financial accounts used to track the sources and uses of funds by sector. They are a component of a system of macroeconomic accounts including the National Income and Product accounts (NIPA) and balance of payments accounts, all of which serve as a comprehensive set of information on the economy’s performance.(1) Some important inferences that can be drawn from the Financial accounts are the financial strength of a given sector, new economic trends, changes in the composition of wealth, and development of new financial instruments over time.(1)

Sectors are compiled into three categories: households, nonfinancial businesses, and banks. The sources of funds for a sector are its internal funds (savings from income after consumption) and external funds (loans from banks and other financial intermediaries). (1) Funds for a given sector are used for its investments in physical and financial assets. Dividing sources and uses of funds into two categories helps the staff of the Federal Reserve System pay particular attention to external sources of funds and financial uses of funds.(2) One example is whether households are borrowing more from banks—or in other words, whether household debt is rising. Another example might be whether banks are using more of their funds to provide loans to consumers. Transactions within a sector are not shown in the accounts; however, transactions between sectors are.(2) Monitoring the external flows of funds provides insights into a sector’s health and the performance of the economy as a whole.

Data for the Financial accounts are compiled from a large number of reports and publications, including regulatory reports such as those submitted by banks, tax filings, and surveys conducted by the Federal Reserve System.(2) The Financial accounts are published quarterly as a set of tables in the Federal Reserve’s Z.1 statistical release.

  1. Teplin, Albert M. “The U.S. Flow of Funds Accounts and Their Uses.” Federal Reserve Bulletin, July 2001; http://www.federalreserve.gov/pubs/bulletin/2001/0701lead.pdf.
  2. Board of Governors of the Federal Reserve System. “Guide to the Flow of Funds Accounts.” 2000, http://www.federalreserve.gov/apps/fof/."

L.102 Nonfinancial Business

FL102051003.Q: Nonfinancial corporate business; security repurchase agreements; asset

Asset level of nonfinancial business security repo agreements. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL102051003&t=

L.214 Loans

FL894123005.Q: All sectors; total loans; liability

Sum of domestic financial sectors, all sectors, total mortgages, and households/non-profits. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL894123005&t=L.107&bc=L.107:FL793068005&suf=Q

FL793068005.Q: Domestic financial sectors; depository institution loans n.e.c.; asset

Sum of Monetary authority; depository institution loans n.e.c.; asset and Private depository institutions; depository institution loans n.e.c.; asset. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL793068005&t=L.214&suf=Q

FL893169005.Q: All sectors; other loans and advances; liability

Sum of finance, government, and chartered institutions asset levels. https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893169005&t=L.214&suf=Q

FL893065105.Q: All sectors; home mortgages; asset

https://www.federalreserve.gov/apps/fof/DisplayTable.aspx?t=L.214

FL893065405.Q: All sectors; multifamily residential mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065405&t=L.214&suf=Q

FL893065505.Q: All sectors; commercial mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065505&t=L.214&suf=Q

FL153166000.Q: Households and nonprofit organizations; consumer credit; liability

federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL153166000&t=L.214&suf=Q

B.101 Balance Sheet of Households and Nonprofit Organizations

FL152000005.Q: Households and nonprofit organizations; total assets, Level

string.source ID: FL152000005.Q.

FL152090006.Q: Household Net Worth as Percentage of Disposable Personal Income

string.source ID: FL152090006.Q. Household networth tends to fall as a recession start.

Productivity Yield Curve

GDP versus productivity

Manufacturing output and employees

Not sure if these relates to a recession, but fascinating to see how output and employees change with time.

datay <- "OUTMS"
ylim <- c(60, 120)
dtStart = as.Date('1987-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "MANEMP"
ylim <- c(10000, 20000)
dtStart = as.Date('1948-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "PRS30006163"
ylim <- c(40, 120)
dtStart = as.Date('1986-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Shipping volumes might be helpful in determining state of the economy.

datay <- "FRGSHPUSM649NCIS"
ylim <- c(0.8, 1.4)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "FRGSHPUSM649NCIS_YoY"
ylim <- c(-30, 30)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Freight, loosely, moves inversely to the trade deficit.

datay <- "BOPGTB_YoY"
ylim <- c(-30, 30)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

World bank air transportation. Only updated annually so less usefull, but interesting reference to above.

datay <- "WWDIWLDISAIRGOODMTK1"
ylim <- c(0, 250000)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Gross private domestic investment

Spending most certainly tips down prior to a recession. The gross private domestic investment data series, plotted in log format below, show how private investment pulls back prior to recessions.

The change in direction is a little easier to see if the derivative is plotted, first YoY then the smoothed derivative

Velocity

Productivity

Date range to match census data

PMI

Industrial Production

This is a look at manufacturing industrial production. The yoY change should be a leading indicator of unemployment.

Housing

Take a look at housing starts. These can drop as rates rise.

Case-schiller price index

Population data

Many of the economic series can be better understood if normalized by population. Basic population and worker data from FRED.

Population to GDP

Look at GDP divided by CPI per person. It flattens and even dips a little prior to a recession. Might be worth looking at the derivative of this series.

That is worth a closer look

datay1 <- "GDPBYCPIAUCSLBYPOPTHM_SmoothDer"
ylim1 <- c(-5, 5)

datay2 <- "RecInit_Smooth"
ylim2 <- c(0, 1)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Correlation Study

Detailed correlations are explored above. Before concluding, let’s take a look at some overall correlation values to see if anything pops out.

Commodities

As mentioned above, copper, year over year, has some correlation with the recession initiation. It could be useful.

GDP Series

GDP, normalized first by CPI and then by population, looks like it migh correlate inversely with the recession indicators

Financials

Let’s see where we are so far. The correlation plot confirms some of the speculation above. The S&P 500 (GSPC.Open) is well correlated with industrial production (INDPRO), business loans (BUSLOANS), total loans (TOTLNNSA) , and nonfinancial corporate business debt (NCBDBIQ027S).

In this case, I want and indicator that rises prior to a recession. It looks like the unemployment rate (UNRATE), real personal income (W875RX1), and the yield curve (DGS10TO1) are all inversely correlated with the recession initiation indicator.

I thought the modified recession initiation would be a harder match, but there are quite a few correlated variables. Lets take a look at some of those in more detail

Complete list of symbols

Since it is tedious to do this one at a time, all the symbols were entered into a data frame, loaded, and aggregated together in a single xts object.

This is the complete list of symbol names and sources used in the project.